+998.4%
CPRT vs FIVE
+868.1%
+130.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.6% |
| 7D | +2.2% | +4.3% | -2.0% | +1.3% |
| 30D | +16.6% | +12.5% | +4.1% | +13.6% |
| 3M | +9.6% | +31.2% | -21.7% | +3.3% |
| 6M | -11.1% | +14.4% | -25.5% | -14.5% |
| YTD | -13.9% | +33.9% | -47.8% | -20.0% |
| 1Y | -32.5% | +65.1% | -97.6% | -40.4% |
| 3Y | -25.0% | +49.0% | -74.0% | -35.9% |
| 5Y | -7.4% | +30.3% | -37.7% | -20.6% |
| 10Y | +422.0% | +481.1% | -59.1% | +234.5% |
| All | +998.4% | +868.1% | +130.2% | +553.4% |
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 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