+363.9%
CPRT vs EXEL
+325.9%
+38.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | +21.4% | +17.4% | +4.0% | +18.5% |
| 3M | +10.4% | +38.6% | -28.2% | +5.1% |
| 6M | -4.3% | +41.2% | -45.5% | -9.2% |
| YTD | -18.3% | +59.3% | -77.6% | -24.1% |
| 1Y | -22.5% | +60.2% | -82.7% | -28.2% |
| 3Y | -34.3% | +232.6% | -266.9% | -47.1% |
| 5Y | -17.8% | +285.9% | -303.6% | -36.1% |
| All | +363.9% | +325.9% | +38.1% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling