+681.9%
CPRT vs ESI
+182.6%
+499.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | +6.0% | -8.5% | +14.6% | +7.8% |
| 30D | +20.0% | -15.7% | +35.7% | +23.8% |
| 3M | +10.1% | -18.2% | +28.4% | +13.9% |
| 6M | -4.3% | -28.8% | +24.5% | +0.7% |
| YTD | -18.4% | +26.3% | -44.6% | -26.1% |
| 1Y | -20.1% | +18.2% | -38.3% | -26.6% |
| 3Y | -30.4% | +68.1% | -98.5% | -42.6% |
| 5Y | -17.0% | +28.8% | -45.7% | -27.8% |
| 10Y | +403.2% | +329.8% | +73.4% | +240.2% |
| All | +681.9% | +182.6% | +499.3% | +473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling