-28.8%
CPRT vs EW
+16.4%
-45.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.4% | -5.1% | +4.7% | +0.5% |
| 30D | +8.2% | -6.4% | +14.6% | +9.4% |
| 3M | +2.3% | -1.6% | +3.9% | +2.5% |
| 6M | -14.7% | +2.3% | -17.0% | -15.2% |
| YTD | -18.2% | +1.1% | -19.3% | -18.5% |
| 1Y | -33.4% | +8.0% | -41.4% | -34.4% |
| All | -28.8% | +16.4% | -45.3% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling