-32.5%
CPRT vs EXC
+2.6%
-35.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +16.6% | -4.6% | +21.3% | +17.3% |
| 3M | +9.6% | -2.2% | +11.8% | +10.8% |
| 6M | -11.1% | -10.6% | -0.6% | -11.3% |
| YTD | -13.9% | +1.9% | -15.8% | -11.9% |
| 1Y | -32.5% | +3.4% | -35.9% | -34.0% |
| All | -32.5% | +2.6% | -35.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling