+415.3%
CPRT vs ESI
+307.6%
+107.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +0.4% | +5.4% | -5.0% | -1.1% |
| 30D | +9.9% | -4.2% | +14.1% | +11.0% |
| 3M | +5.6% | -9.6% | +15.2% | +6.9% |
| 6M | -13.6% | +18.3% | -31.9% | -21.3% |
| YTD | -16.7% | +45.8% | -62.6% | -29.9% |
| 1Y | -33.1% | +39.2% | -72.3% | -43.3% |
| 3Y | -27.1% | +86.3% | -113.3% | -46.0% |
| 5Y | -9.9% | +76.2% | -86.1% | -32.8% |
| 10Y | +415.3% | +306.8% | +108.5% | +184.9% |
| All | +415.3% | +307.6% | +107.7% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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