-28.8%
CPRT vs ET
+97.4%
-126.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | +8.2% | +5.3% | +3.0% | +6.9% |
| 3M | +2.3% | +15.6% | -13.3% | -1.3% |
| 6M | -14.7% | +20.6% | -35.4% | -18.9% |
| YTD | -18.2% | +38.5% | -56.7% | -25.1% |
| 1Y | -33.4% | +35.7% | -69.1% | -38.7% |
| All | -28.8% | +97.4% | -126.2% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling