+22,034.1%
CPRT vs ETR
+2,513.7%
+19,520.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +16.6% | +1.0% | +15.7% | +16.3% |
| 3M | +9.6% | -1.3% | +10.8% | +9.8% |
| 6M | -11.1% | +1.9% | -13.0% | -12.0% |
| YTD | -13.9% | +18.2% | -32.0% | -18.1% |
| 1Y | -32.5% | +24.7% | -57.2% | -36.8% |
| 3Y | -25.0% | +150.7% | -175.7% | -42.6% |
| 5Y | -7.4% | +127.0% | -134.4% | -27.9% |
| 10Y | +422.0% | +295.5% | +126.5% | +250.1% |
| All | +22,034.1% | +2,513.7% | +19,520.4% | +10,671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling