+146.3%
CPRT vs ESTC
+23.0%
+123.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.9% | -2.1% |
| 7D | +6.0% | -11.5% | +17.6% | +8.5% |
| 30D | +20.0% | -7.5% | +27.6% | +21.4% |
| 3M | +10.1% | +23.1% | -12.9% | +4.4% |
| 6M | -4.3% | +75.3% | -79.6% | -16.2% |
| YTD | -18.4% | +14.1% | -32.5% | -22.7% |
| 1Y | -20.1% | -0.6% | -19.5% | -22.5% |
| 3Y | -30.4% | +20.8% | -51.2% | -39.9% |
| 5Y | -17.0% | -48.8% | +31.8% | -18.8% |
| All | +146.3% | +23.0% | +123.3% | +69.7% |
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