-30.4%
CPRT vs KEY
+106.2%
-136.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +18.7% |
| 3M | +10.1% | -7.1% | +17.2% | +11.9% |
| 6M | -4.3% | -4.4% | +0.1% | -3.6% |
| YTD | -18.4% | +4.0% | -22.4% | -19.4% |
| 1Y | -20.1% | +23.4% | -43.5% | -24.1% |
| 3Y | -30.4% | +113.9% | -144.3% | -38.4% |
| All | -30.4% | +106.2% | -136.6% | -38.4% |
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