+2,038.4%
CPRT vs EXPE
+851.4%
+1,187.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +2.2% | -9.5% | +11.7% | +4.3% |
| 30D | +16.6% | -6.6% | +23.3% | +18.1% |
| 3M | +9.6% | +31.4% | -21.8% | +3.3% |
| 6M | -11.1% | +35.2% | -46.3% | -17.2% |
| YTD | -13.9% | +5.8% | -19.7% | -16.2% |
| 1Y | -32.5% | +38.7% | -71.2% | -38.3% |
| 3Y | -25.0% | +175.8% | -200.8% | -42.6% |
| 5Y | -7.4% | +111.8% | -119.2% | -27.4% |
| 10Y | +422.0% | +179.7% | +242.3% | +259.5% |
| All | +2,038.4% | +851.4% | +1,187.0% | +877.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling