+151.3%
CPRT vs ESTC
+26.3%
+125.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -2.6% |
| 7D | +0.4% | -4.3% | +4.7% | +1.3% |
| 30D | +9.9% | +17.7% | -7.8% | +5.7% |
| 3M | +5.6% | +42.3% | -36.7% | -2.5% |
| 6M | -13.6% | +64.6% | -78.2% | -23.3% |
| YTD | -16.7% | +17.2% | -33.9% | -21.2% |
| 1Y | -33.1% | -4.2% | -28.9% | -34.4% |
| 3Y | -27.1% | +13.5% | -40.6% | -35.9% |
| 5Y | -9.9% | -45.5% | +35.7% | -12.7% |
| All | +151.3% | +26.3% | +125.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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