-33.1%
CPRT vs ESI
+39.5%
-72.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | +0.4% | +5.4% | -5.0% | +0.6% |
| 30D | +9.9% | -4.2% | +14.1% | +9.7% |
| 3M | +5.6% | -9.6% | +15.2% | +4.7% |
| 6M | -13.6% | +18.3% | -31.9% | -17.3% |
| YTD | -16.7% | +45.8% | -62.6% | -21.7% |
| 1Y | -33.1% | +39.2% | -72.3% | -36.9% |
| All | -33.1% | +39.5% | -72.7% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling