-5.7%
CPRT vs ES
-5.6%
0.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +16.6% | -2.0% | +18.6% | +17.1% |
| 3M | +9.6% | +1.7% | +7.9% | +9.3% |
| 6M | -11.1% | -3.5% | -7.6% | -10.6% |
| YTD | -13.9% | +7.9% | -21.8% | -15.3% |
| 1Y | -32.5% | +17.2% | -49.7% | -35.0% |
| 3Y | -25.0% | +29.3% | -54.3% | -30.4% |
| All | -5.7% | -5.6% | 0.0% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling