-18.7%
CPRT vs KEY
+13.1%
-31.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.4% | +2.9% | -3.3% | -1.0% |
| 30D | +21.2% | +8.4% | +12.7% | +19.0% |
| 3M | +8.3% | -5.8% | +14.1% | +9.7% |
| 6M | -3.4% | +5.4% | -8.8% | -4.7% |
| YTD | -18.7% | +7.1% | -25.8% | -20.2% |
| 1Y | -23.5% | +26.8% | -50.3% | -27.8% |
| 3Y | -34.2% | +128.7% | -162.8% | -46.4% |
| All | -18.7% | +13.1% | -31.8% | -15.8% |
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