-30.4%
CPRT vs EXPD
+68.8%
-99.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.1% |
| 7D | +6.0% | -7.2% | +13.2% | +7.9% |
| 30D | +20.0% | -3.3% | +23.3% | +20.8% |
| 3M | +10.1% | +3.4% | +6.7% | +8.9% |
| 6M | -4.3% | +22.7% | -27.0% | -9.9% |
| YTD | -18.4% | +24.5% | -42.9% | -23.6% |
| 1Y | -20.1% | +38.6% | -58.7% | -27.5% |
| 3Y | -30.4% | +71.5% | -101.9% | -42.8% |
| All | -30.4% | +68.8% | -99.2% | -42.8% |
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