+21,102.0%
CPRT vs ES
+793.4%
+20,308.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +4.0% | +0.9% | +3.1% | +3.8% |
| 30D | +18.2% | +5.9% | +12.3% | +16.4% |
| 3M | +9.2% | -1.0% | +10.2% | +9.4% |
| 6M | -4.8% | +7.2% | -12.0% | -6.6% |
| YTD | -17.5% | +7.0% | -24.5% | -19.3% |
| 1Y | -22.0% | +0.5% | -22.5% | -22.6% |
| 3Y | -33.7% | +48.7% | -82.4% | -41.9% |
| 5Y | -15.0% | +1.9% | -16.9% | -18.0% |
| 10Y | +385.2% | +89.2% | +296.0% | +294.2% |
| All | +21,102.0% | +793.4% | +20,308.6% | +12,852.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling