-9.8%
CPRT vs ETR
+122.8%
-132.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.5% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +8.2% | +2.0% | +6.2% | +7.9% |
| 3M | +2.3% | -1.7% | +4.0% | +2.5% |
| 6M | -14.7% | +3.6% | -18.3% | -15.6% |
| YTD | -18.2% | +18.0% | -36.2% | -21.2% |
| 1Y | -33.4% | +26.2% | -59.6% | -36.8% |
| 3Y | -28.3% | +148.0% | -176.3% | -42.5% |
| 5Y | -9.8% | +126.1% | -135.9% | -26.8% |
| All | -9.8% | +122.8% | -132.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling