+427.4%
CPRT vs FIVE
+477.5%
-50.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.8% |
| 7D | +2.2% | +4.3% | -2.0% | +1.2% |
| 30D | +16.6% | +12.5% | +4.1% | +13.2% |
| 3M | +9.6% | +31.2% | -21.7% | +2.4% |
| 6M | -11.1% | +14.4% | -25.5% | -15.0% |
| YTD | -13.9% | +33.9% | -47.8% | -20.8% |
| 1Y | -32.5% | +65.1% | -97.6% | -41.4% |
| 3Y | -25.0% | +49.0% | -74.0% | -37.1% |
| 5Y | -7.4% | +30.3% | -37.7% | -22.1% |
| All | +427.4% | +477.5% | -50.1% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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