+386.7%
CPRT vs ES
+82.6%
+304.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +18.8% | +5.7% | +13.1% | +16.7% |
| 3M | +9.4% | -2.8% | +12.2% | +10.4% |
| 6M | -4.4% | +7.0% | -11.4% | -6.4% |
| YTD | -17.1% | +6.8% | -23.9% | -19.2% |
| 1Y | -19.9% | -0.5% | -19.4% | -20.5% |
| 3Y | -30.5% | +47.2% | -77.7% | -41.2% |
| 5Y | -15.9% | +2.3% | -18.2% | -19.2% |
| 10Y | +386.7% | +85.6% | +301.0% | +340.4% |
| All | +386.7% | +82.6% | +304.1% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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