+392.8%
CPRT vs ES
+85.7%
+307.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.7% |
| 7D | +6.0% | +1.9% | +4.2% | +5.5% |
| 30D | +20.0% | +7.1% | +13.0% | +17.5% |
| 3M | +10.1% | -1.9% | +12.1% | +10.8% |
| 6M | -4.3% | +4.4% | -8.7% | -5.7% |
| YTD | -18.4% | +7.3% | -25.7% | -20.5% |
| 1Y | -20.1% | +2.1% | -22.2% | -21.3% |
| 3Y | -30.4% | +41.8% | -72.3% | -40.2% |
| 5Y | -17.0% | +1.4% | -18.4% | -19.9% |
| All | +392.8% | +85.7% | +307.1% | +346.7% |
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