-23.9%
CPRT vs KEYS
+55.9%
-79.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.3% | +11.3% | +3.6% |
| 7D | +12.6% | -14.8% | +27.4% | +9.1% |
| 30D | +18.0% | -25.6% | +43.6% | +11.9% |
| 3M | +11.0% | -16.2% | +27.2% | +7.8% |
| 6M | -2.0% | -18.6% | +16.6% | -4.1% |
| YTD | -16.7% | +40.7% | -57.4% | -17.6% |
| 1Y | -23.9% | +59.6% | -83.5% | -23.9% |
| All | -23.9% | +55.9% | -79.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling