+4,226.7%
CPRT vs EXEL
+353.7%
+3,873.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.6% | +1.2% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | +18.8% | +19.8% | -1.1% | +16.4% |
| 3M | +9.4% | +32.7% | -23.3% | +5.9% |
| 6M | -4.4% | +49.0% | -53.4% | -8.7% |
| YTD | -17.1% | +63.7% | -80.8% | -21.9% |
| 1Y | -19.9% | +75.8% | -95.7% | -25.2% |
| 3Y | -30.5% | +241.3% | -271.8% | -40.7% |
| 5Y | -15.9% | +289.0% | -305.0% | -29.9% |
| 10Y | +386.7% | +377.6% | +9.1% | +276.9% |
| All | +4,226.7% | +353.7% | +3,873.0% | +2,161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling