-15.4%
CPRT vs EXPD
+62.8%
-78.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.5% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | +21.5% | +0.6% | +20.9% | +20.9% |
| 3M | +9.4% | +9.8% | -0.4% | +5.1% |
| 6M | -3.3% | +25.8% | -29.1% | -12.3% |
| YTD | -17.8% | +31.3% | -49.1% | -27.4% |
| 1Y | -22.2% | +40.9% | -63.1% | -33.5% |
| 3Y | -34.0% | +74.7% | -108.7% | -50.4% |
| 5Y | -15.4% | +62.9% | -78.3% | -35.7% |
| All | -15.4% | +62.8% | -78.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling