-34.2%
CPRT vs EXPE
+121.7%
-155.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +21.2% | -6.1% | +27.3% | +22.2% |
| 3M | +8.3% | -21.3% | +29.6% | +12.0% |
| 6M | -3.4% | +19.0% | -22.4% | -5.9% |
| YTD | -18.7% | -8.4% | -10.3% | -18.7% |
| 1Y | -23.5% | -2.8% | -20.7% | -24.2% |
| 3Y | -34.2% | +120.8% | -154.9% | -43.4% |
| All | -34.2% | +121.7% | -155.8% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling