+5.6%
CPRT vs EOSE
-60.6%
+66.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | -11.2% | +1.8% | -13.0% | -11.3% |
| 30D | +3.3% | -6.8% | +10.2% | +3.4% |
| 3M | -3.6% | -36.3% | +32.7% | -2.4% |
| 6M | -15.8% | -38.8% | +23.0% | -15.3% |
| YTD | -23.5% | -65.5% | +42.0% | -21.9% |
| 1Y | -38.8% | -45.3% | +6.5% | -39.5% |
| 3Y | -33.4% | +44.2% | -77.6% | -41.0% |
| 5Y | -16.4% | -69.5% | +53.1% | -27.9% |
| All | +5.6% | -60.6% | +66.3% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling