-32.5%
CPRT vs KEY
+21.3%
-53.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.2% | +2.2% | 0.0% | +1.8% |
| 30D | +16.6% | -3.0% | +19.7% | +17.3% |
| 3M | +9.6% | +3.3% | +6.3% | +8.7% |
| 6M | -11.1% | +9.2% | -20.3% | -13.2% |
| YTD | -13.9% | +10.6% | -24.5% | -15.6% |
| 1Y | -32.5% | +20.4% | -52.9% | -35.3% |
| All | -32.5% | +21.3% | -53.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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