-9.9%
CPRT vs EXE
+106.6%
-116.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | +9.9% | +6.4% | +3.5% | +9.1% |
| 3M | +5.6% | +9.2% | -3.6% | +4.5% |
| 6M | -13.6% | -7.0% | -6.6% | -13.1% |
| YTD | -16.7% | -9.5% | -7.3% | -16.0% |
| 1Y | -33.1% | +6.2% | -39.4% | -34.0% |
| 3Y | -27.1% | +20.7% | -47.8% | -29.6% |
| 5Y | -9.9% | +103.6% | -113.5% | -17.9% |
| All | -9.9% | +106.6% | -116.5% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling