-25.4%
CPRT vs EXC
+22.2%
-47.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +16.6% | -3.7% | +20.4% | +17.2% |
| 3M | +9.6% | -1.3% | +10.9% | +10.0% |
| 6M | -11.1% | -9.7% | -1.4% | -10.3% |
| YTD | -13.9% | +2.9% | -16.8% | -13.9% |
| 1Y | -32.5% | +4.4% | -36.9% | -32.7% |
| All | -25.4% | +22.2% | -47.6% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling