-16.1%
CPRT vs KEYS
+87.1%
-103.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -3.6% |
| 7D | -11.2% | +3.5% | -14.7% | -12.0% |
| 30D | +3.3% | -4.5% | +7.8% | +4.3% |
| 3M | -3.6% | -0.4% | -3.2% | -4.8% |
| 6M | -15.8% | +19.1% | -34.9% | -22.5% |
| YTD | -23.5% | +66.7% | -90.2% | -39.0% |
| 1Y | -38.8% | +96.5% | -135.2% | -54.8% |
| 3Y | -33.4% | +155.2% | -188.6% | -58.6% |
| All | -16.1% | +87.1% | -103.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling