-5.7%
CPRT vs KEY
+40.7%
-46.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | -25.0% | +121.8% | -146.9% | -38.8% |
| All | -5.7% | +40.7% | -46.4% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling