+1,948.4%
CPRT vs EXPE
+710.1%
+1,238.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +4.0% | -11.2% | +15.2% | +6.3% |
| 30D | +18.2% | -7.5% | +25.7% | +19.8% |
| 3M | +9.2% | -19.1% | +28.2% | +13.4% |
| 6M | -4.8% | +10.7% | -15.6% | -7.5% |
| YTD | -17.5% | -9.9% | -7.6% | -17.3% |
| 1Y | -22.0% | -4.6% | -17.4% | -22.9% |
| 3Y | -33.7% | +116.8% | -150.5% | -46.7% |
| 5Y | -15.0% | +38.6% | -53.6% | -27.4% |
| 10Y | +385.2% | +115.9% | +269.3% | +250.1% |
| All | +1,948.4% | +710.1% | +1,238.2% | +863.9% |
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