+361.5%
CPRT vs ETR
+376.0%
-14.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +21.2% | +6.4% | +14.8% | +18.8% |
| 3M | +8.3% | +4.0% | +4.3% | +6.9% |
| 6M | -3.4% | -0.5% | -2.9% | -3.5% |
| YTD | -18.7% | +22.4% | -41.1% | -24.8% |
| 1Y | -23.5% | +19.9% | -43.4% | -28.8% |
| 3Y | -34.2% | +154.7% | -188.9% | -54.8% |
| 5Y | -18.2% | +158.1% | -176.3% | -45.3% |
| All | +361.5% | +376.0% | -14.6% | +178.1% |
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