+690.5%
CPRT vs ESI
+195.2%
+495.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +4.0% | -6.6% | +10.6% | +5.3% |
| 30D | +18.2% | -9.8% | +28.1% | +20.2% |
| 3M | +9.2% | -11.9% | +21.1% | +11.1% |
| 6M | -4.8% | -25.1% | +20.3% | -0.9% |
| YTD | -17.5% | +31.9% | -49.4% | -26.0% |
| 1Y | -22.0% | +19.2% | -41.2% | -28.4% |
| 3Y | -33.7% | +76.2% | -109.9% | -45.8% |
| 5Y | -15.0% | +39.4% | -54.4% | -27.3% |
| 10Y | +385.2% | +304.9% | +80.3% | +228.0% |
| All | +690.5% | +195.2% | +495.2% | +474.8% |
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