+952.1%
CPRT vs FIVE
+873.2%
+79.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.0% | +7.3% | -3.3% | +2.5% |
| 30D | +18.2% | +18.1% | +0.2% | +14.2% |
| 3M | +9.2% | +7.7% | +1.4% | +7.2% |
| 6M | -4.8% | +13.6% | -18.4% | -8.0% |
| YTD | -17.5% | +34.6% | -52.1% | -23.5% |
| 1Y | -22.0% | +66.2% | -88.2% | -30.9% |
| 3Y | -33.7% | +43.5% | -77.2% | -42.8% |
| 5Y | -15.0% | +20.7% | -35.6% | -25.8% |
| 10Y | +385.2% | +541.5% | -156.3% | +207.3% |
| All | +952.1% | +873.2% | +79.0% | +524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling