+385.2%
CPRT vs EXPD
+329.8%
+55.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | -7.4% | +11.4% | +7.7% |
| 30D | +18.2% | -2.1% | +20.3% | +19.2% |
| 3M | +9.2% | +5.7% | +3.5% | +5.7% |
| 6M | -4.8% | +21.4% | -26.2% | -14.4% |
| YTD | -17.5% | +27.6% | -45.1% | -28.5% |
| 1Y | -22.0% | +36.1% | -58.1% | -34.8% |
| 3Y | -33.7% | +69.9% | -103.6% | -52.5% |
| 5Y | -15.0% | +59.7% | -74.7% | -38.2% |
| 10Y | +385.2% | +323.0% | +62.1% | +106.6% |
| All | +385.2% | +329.8% | +55.3% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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