+363.9%
CPRT vs EXPE
+126.2%
+237.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.5% | -4.2% | +2.7% | -0.5% |
| 30D | +21.3% | -4.5% | +25.9% | +22.3% |
| 3M | +10.4% | -19.7% | +30.1% | +15.7% |
| 6M | -4.3% | +18.3% | -22.6% | -9.1% |
| YTD | -18.3% | -7.3% | -10.9% | -18.7% |
| 1Y | -22.5% | -3.9% | -18.6% | -23.8% |
| 3Y | -34.3% | +123.0% | -157.4% | -50.7% |
| 5Y | -17.8% | +47.9% | -65.7% | -33.9% |
| All | +363.9% | +126.2% | +237.7% | +177.6% |
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