+427.4%
CPRT vs KEY
+173.8%
+253.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +2.2% | 0.0% | +1.6% |
| 30D | +16.6% | -3.0% | +19.7% | +17.5% |
| 3M | +9.6% | +3.3% | +6.3% | +8.4% |
| 6M | -11.1% | +9.2% | -20.3% | -13.5% |
| YTD | -13.9% | +10.6% | -24.5% | -16.5% |
| 1Y | -32.5% | +20.4% | -52.9% | -36.2% |
| 3Y | -25.0% | +121.8% | -146.9% | -41.5% |
| 5Y | -7.4% | +41.1% | -48.5% | -20.5% |
| All | +427.4% | +173.8% | +253.6% | +248.1% |
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