-31.7%
CPRT vs KEEL
+186.7%
-218.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -3.9% |
| 7D | -8.4% | +2.7% | -11.1% | -8.5% |
| 30D | +4.6% | +4.6% | 0.0% | +4.4% |
| 3M | -1.9% | -34.5% | +32.5% | -1.4% |
| 6M | -15.3% | +59.3% | -74.6% | -17.5% |
| YTD | -21.5% | +46.4% | -67.8% | -23.6% |
| 1Y | -36.6% | +96.6% | -133.2% | -40.0% |
| All | -31.7% | +186.7% | -218.3% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling