+363.9%
CPRT vs ESI
+321.1%
+42.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -1.5% | +8.3% | -9.8% | -3.8% |
| 30D | +21.4% | -10.4% | +31.8% | +24.3% |
| 3M | +10.4% | -13.2% | +23.6% | +13.5% |
| 6M | -4.3% | -23.9% | +19.6% | +0.5% |
| YTD | -18.3% | +34.2% | -52.5% | -30.8% |
| 1Y | -22.5% | +22.2% | -44.7% | -32.4% |
| 3Y | -34.3% | +79.2% | -113.6% | -52.1% |
| 5Y | -17.8% | +38.1% | -55.9% | -35.1% |
| All | +363.9% | +321.1% | +42.8% | +137.2% |
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