+387.6%
CPRT vs ETR
+298.4%
+89.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | -8.4% | -1.9% | -6.5% | -7.8% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | -1.9% | -3.7% | +1.8% | -0.9% |
| 6M | -15.3% | +2.1% | -17.4% | -16.4% |
| YTD | -21.5% | +16.5% | -37.9% | -26.1% |
| 1Y | -36.6% | +22.5% | -59.2% | -41.6% |
| 3Y | -31.2% | +144.7% | -175.9% | -52.2% |
| 5Y | -14.1% | +125.2% | -139.3% | -39.4% |
| All | +387.6% | +298.4% | +89.3% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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