-25.4%
CPRT vs EXPD
+68.7%
-94.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +16.6% | +4.1% | +12.6% | +15.3% |
| 3M | +9.6% | +17.9% | -8.3% | +4.4% |
| 6M | -11.1% | +29.2% | -40.4% | -17.8% |
| YTD | -13.9% | +27.4% | -41.2% | -20.0% |
| 1Y | -32.5% | +56.8% | -89.4% | -41.5% |
| All | -25.4% | +68.7% | -94.1% | -39.6% |
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 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