+412.4%
CPRT vs EW
+121.7%
+290.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.4% | -5.1% | +4.7% | +1.4% |
| 30D | +8.2% | -6.4% | +14.6% | +10.7% |
| 3M | +2.3% | -1.6% | +3.9% | +2.7% |
| 6M | -14.7% | +2.3% | -17.0% | -15.9% |
| YTD | -18.2% | +1.1% | -19.3% | -19.1% |
| 1Y | -33.4% | +8.0% | -41.4% | -35.8% |
| 3Y | -28.3% | +16.3% | -44.7% | -36.4% |
| 5Y | -9.8% | -29.4% | +19.6% | -4.1% |
| 10Y | +412.4% | +125.6% | +286.8% | +260.9% |
| All | +412.4% | +121.7% | +290.7% | +260.9% |
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