-22.0%
CPRT vs EXEL
+72.0%
-94.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | +4.0% | -2.4% | +6.4% | +4.3% |
| 30D | +18.2% | +17.9% | +0.3% | +16.1% |
| 3M | +9.2% | +33.3% | -24.1% | +5.9% |
| 6M | -4.8% | +46.6% | -51.4% | -7.7% |
| YTD | -17.5% | +61.0% | -78.5% | -20.6% |
| 1Y | -22.0% | +70.4% | -92.4% | -25.0% |
| All | -22.0% | +72.0% | -94.0% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling