-16.1%
CPRT vs ET
+241.8%
-257.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | +3.3% | +2.9% | +0.4% | +2.6% |
| 3M | -3.6% | +16.8% | -20.4% | -7.1% |
| 6M | -15.8% | +18.9% | -34.6% | -19.4% |
| YTD | -23.5% | +37.7% | -61.2% | -29.4% |
| 1Y | -38.8% | +32.4% | -71.2% | -43.0% |
| 3Y | -33.4% | +99.5% | -132.9% | -44.2% |
| All | -16.1% | +241.8% | -257.9% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling