+148.0%
CPRT vs ESTC
+24.7%
+123.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -2.6% | +1.3% | -0.9% |
| 30D | +21.5% | -8.6% | +30.1% | +23.2% |
| 3M | +9.4% | +14.4% | -4.9% | +5.3% |
| 6M | -3.3% | +73.3% | -76.6% | -15.1% |
| YTD | -17.8% | +15.7% | -33.6% | -22.4% |
| 1Y | -22.2% | -7.6% | -14.6% | -23.3% |
| 3Y | -34.0% | +14.6% | -48.6% | -42.2% |
| 5Y | -15.4% | -50.0% | +34.6% | -16.7% |
| All | +148.0% | +24.7% | +123.3% | +70.4% |
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