-28.8%
CPRT vs EOSE
+49.8%
-78.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | -1.7% |
| 7D | -0.4% | +15.0% | -15.4% | -0.6% |
| 30D | +8.2% | +2.5% | +5.8% | +8.2% |
| 3M | +2.3% | -33.7% | +36.0% | +2.8% |
| 6M | -14.7% | -32.7% | +18.0% | -14.7% |
| YTD | -18.2% | -63.8% | +45.6% | -17.5% |
| 1Y | -33.4% | -40.5% | +7.2% | -34.0% |
| All | -28.8% | +49.8% | -78.6% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling