-32.5%
CPRT vs EXE
+3.1%
-35.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +16.6% | +8.5% | +8.2% | +16.1% |
| 3M | +9.6% | +5.5% | +4.1% | +9.2% |
| 6M | -11.1% | -5.9% | -5.2% | -11.2% |
| YTD | -13.9% | -9.7% | -4.2% | -13.3% |
| 1Y | -32.5% | +3.6% | -36.1% | -34.5% |
| All | -32.5% | +3.1% | -35.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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