+415.3%
CPRT vs EXC
+154.0%
+261.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | +9.9% | -2.7% | +12.6% | +11.1% |
| 3M | +5.6% | -1.0% | +6.6% | +6.1% |
| 6M | -13.6% | -9.3% | -4.4% | -10.5% |
| YTD | -16.7% | +3.6% | -20.4% | -18.4% |
| 1Y | -33.1% | +5.9% | -39.0% | -35.2% |
| 3Y | -27.1% | +21.3% | -48.3% | -34.5% |
| 5Y | -9.9% | +46.2% | -56.0% | -27.1% |
| 10Y | +415.3% | +151.5% | +263.8% | +248.5% |
| All | +415.3% | +154.0% | +261.3% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling