+10.0%
CPRT vs EXE
+155.8%
-145.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | +1.6% | -3.9% | +5.5% | +2.0% |
| 30D | +18.8% | -2.6% | +21.3% | +19.0% |
| 3M | +9.4% | -6.9% | +16.3% | +10.1% |
| 6M | -4.4% | -9.3% | +4.9% | -3.6% |
| YTD | -17.1% | -20.7% | +3.6% | -15.3% |
| 1Y | -19.9% | -21.8% | +1.9% | -18.1% |
| 3Y | -30.5% | +16.2% | -46.7% | -32.7% |
| 5Y | -15.9% | +61.1% | -77.0% | -21.8% |
| All | +10.0% | +155.8% | -145.9% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling