+387.6%
CPRT vs ET
+179.3%
+208.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -8.4% | +1.4% | -9.8% | -8.7% |
| 30D | +4.6% | +4.6% | 0.0% | +3.5% |
| 3M | -1.9% | +16.0% | -18.0% | -5.2% |
| 6M | -15.3% | +22.8% | -38.1% | -19.2% |
| YTD | -21.5% | +38.9% | -60.3% | -27.1% |
| 1Y | -36.6% | +34.1% | -70.7% | -40.8% |
| 3Y | -31.2% | +98.8% | -130.0% | -41.4% |
| 5Y | -14.1% | +246.8% | -261.0% | -35.6% |
| All | +387.6% | +179.3% | +208.3% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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