+386.7%
CPRT vs EW
+236.4%
+150.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -1.0% | +0.7% |
| 7D | +1.6% | +12.3% | -10.6% | -2.5% |
| 30D | +18.8% | +22.9% | -4.1% | +10.4% |
| 3M | +9.4% | +16.7% | -7.3% | +3.4% |
| 6M | -4.4% | +31.0% | -35.3% | -13.4% |
| YTD | -17.1% | +22.8% | -39.9% | -23.6% |
| 1Y | -19.9% | +25.6% | -45.5% | -26.8% |
| 3Y | -30.5% | +62.0% | -92.5% | -45.9% |
| 5Y | -15.9% | -12.8% | -3.2% | -16.9% |
| 10Y | +386.7% | +239.8% | +146.9% | +207.1% |
| All | +386.7% | +236.4% | +150.3% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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