-33.1%
CPRT vs EXPE
+28.7%
-61.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.9% | +4.6% | -2.2% |
| 7D | +0.4% | -9.8% | +10.2% | +1.9% |
| 30D | +9.9% | -11.5% | +21.4% | +11.7% |
| 3M | +5.6% | +21.7% | -16.1% | +3.2% |
| 6M | -13.6% | +10.4% | -24.0% | -15.1% |
| YTD | -16.7% | -2.5% | -14.2% | -17.8% |
| 1Y | -33.1% | +27.3% | -60.5% | -35.5% |
| All | -33.1% | +28.7% | -61.9% | -35.5% |
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