-23.9%
CPRT vs KEEL
-45.0%
+21.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.1% | +9.1% | +4.8% |
| 7D | +12.6% | -13.6% | +26.2% | +12.2% |
| 30D | +18.0% | -39.1% | +57.1% | +16.3% |
| 3M | +11.0% | -48.9% | +59.9% | +8.7% |
| 6M | -2.0% | -35.4% | +33.4% | -3.7% |
| YTD | -16.7% | -10.6% | -6.0% | -18.1% |
| 1Y | -23.9% | -45.3% | +21.4% | -26.6% |
| All | -23.9% | -45.0% | +21.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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