-18.7%
CPRT vs EXC
+41.3%
-59.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | +21.2% | +8.6% | +12.6% | +18.8% |
| 3M | +8.3% | +2.4% | +5.9% | +7.7% |
| 6M | -3.4% | +6.5% | -9.8% | -4.7% |
| YTD | -18.7% | +9.0% | -27.7% | -20.6% |
| 1Y | -23.5% | +4.6% | -28.1% | -24.6% |
| 3Y | -34.2% | +33.5% | -67.6% | -40.0% |
| All | -18.7% | +41.3% | -59.9% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling