-23.9%
CPRT vs EXPE
+48.9%
-72.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.5% | -5.5% | +3.0% |
| 7D | +12.6% | +14.6% | -2.0% | +9.8% |
| 30D | +18.0% | +21.4% | -3.4% | +14.1% |
| 3M | +11.0% | +1.4% | +9.6% | +9.9% |
| 6M | -2.0% | +28.6% | -30.6% | -6.0% |
| YTD | -16.7% | +12.1% | -28.8% | -20.1% |
| 1Y | -23.9% | +50.0% | -73.9% | -28.1% |
| All | -23.9% | +48.9% | -72.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling