-24.4%
CPRT vs ESI
+81.9%
-106.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.1% |
| 7D | +2.2% | +3.3% | -1.1% | +1.8% |
| 30D | +16.6% | -5.9% | +22.5% | +17.4% |
| 3M | +9.6% | -14.1% | +23.7% | +10.8% |
| 6M | -11.1% | +6.6% | -17.7% | -15.1% |
| YTD | -13.9% | +45.0% | -58.9% | -24.0% |
| 1Y | -32.5% | +41.5% | -74.0% | -40.4% |
| All | -24.4% | +81.9% | -106.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling