-29.3%
CPRT vs EXPD
+72.7%
-102.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +0.7% |
| 7D | +9.9% | -4.8% | +14.7% | +11.1% |
| 30D | +21.1% | -1.5% | +22.6% | +21.4% |
| 3M | +12.3% | +4.1% | +8.2% | +10.9% |
| 6M | -2.0% | +24.0% | -26.0% | -7.9% |
| YTD | -17.0% | +27.4% | -44.4% | -22.8% |
| 1Y | -22.5% | +38.4% | -60.9% | -29.6% |
| All | -29.3% | +72.7% | -102.0% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling