+392.8%
CPRT vs KEY
+120.9%
+271.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +6.0% | -1.3% | +7.3% | +6.4% |
| 30D | +20.0% | +5.1% | +14.9% | +18.5% |
| 3M | +10.1% | -7.1% | +17.2% | +12.2% |
| 6M | -4.3% | -4.4% | +0.1% | -3.4% |
| YTD | -18.4% | +4.0% | -22.4% | -19.6% |
| 1Y | -20.1% | +23.4% | -43.5% | -24.9% |
| 3Y | -30.4% | +113.9% | -144.3% | -45.1% |
| 5Y | -17.0% | +12.3% | -29.3% | -23.8% |
| All | +392.8% | +120.9% | +271.9% | +232.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling