-23.9%
CPRT vs EOSE
-85.5%
+61.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.6% | -7.6% | +5.3% |
| 7D | +12.6% | +9.7% | +2.9% | +12.9% |
| 30D | +18.0% | -34.6% | +52.5% | +16.6% |
| 3M | +11.0% | -50.8% | +61.8% | +8.9% |
| 6M | -2.0% | -66.5% | +64.4% | -4.3% |
| YTD | -16.7% | -81.3% | +64.6% | -19.2% |
| 1Y | -23.9% | -84.8% | +60.9% | -26.5% |
| All | -23.9% | -85.5% | +61.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling