-20.1%
CPRT vs FIVE
+55.9%
-75.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +20.0% | +17.7% | +2.4% | +17.9% |
| 3M | +10.1% | +4.0% | +6.2% | +9.5% |
| 6M | -4.3% | +2.6% | -6.9% | -5.9% |
| YTD | -18.4% | +27.6% | -46.0% | -18.8% |
| 1Y | -20.1% | +59.9% | -80.0% | -17.9% |
| All | -20.1% | +55.9% | -75.9% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling