+4,443.3%
CPRT vs EW
+6,974.1%
-2,530.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | +16.6% | +1.0% | +15.6% | +16.3% |
| 3M | +9.6% | +2.8% | +6.8% | +8.8% |
| 6M | -11.1% | +5.5% | -16.6% | -12.5% |
| YTD | -13.9% | +5.5% | -19.3% | -15.3% |
| 1Y | -32.5% | +11.0% | -43.6% | -34.5% |
| 3Y | -25.0% | +17.7% | -42.7% | -30.1% |
| 5Y | -7.4% | -25.7% | +18.4% | -5.3% |
| 10Y | +422.0% | +132.8% | +289.2% | +323.5% |
| All | +4,443.3% | +6,974.1% | -2,530.8% | +2,148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling