-25.4%
CPRT vs KEY
+122.6%
-148.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | +16.6% | -3.0% | +19.7% | +17.4% |
| 3M | +9.6% | +3.3% | +6.3% | +8.6% |
| 6M | -11.1% | +9.2% | -20.3% | -13.1% |
| YTD | -13.9% | +10.6% | -24.5% | -16.1% |
| 1Y | -32.5% | +20.4% | -52.9% | -35.6% |
| All | -25.4% | +122.6% | -148.0% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling