+412.4%
CPRT vs EXPE
+153.6%
+258.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.4% | -11.5% | +11.1% | +2.5% |
| 30D | +8.2% | -13.1% | +21.3% | +11.8% |
| 3M | +2.3% | +18.1% | -15.8% | -2.2% |
| 6M | -14.7% | +13.3% | -28.0% | -18.1% |
| YTD | -18.2% | -3.2% | -15.0% | -19.1% |
| 1Y | -33.4% | +26.1% | -59.5% | -39.0% |
| 3Y | -28.3% | +151.7% | -180.0% | -47.8% |
| 5Y | -9.8% | +88.3% | -98.2% | -32.0% |
| 10Y | +412.4% | +158.0% | +254.4% | +205.2% |
| All | +412.4% | +153.6% | +258.8% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling