+374.9%
CPRT vs KMX
+11.6%
+363.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -11.2% | -3.1% | -8.1% | -10.3% |
| 30D | +3.3% | +4.4% | -1.1% | +1.9% |
| 3M | -3.6% | +18.9% | -22.5% | -9.1% |
| 6M | -15.8% | +44.3% | -60.0% | -26.0% |
| YTD | -23.5% | +58.7% | -82.2% | -35.1% |
| 1Y | -38.8% | +0.1% | -38.9% | -41.2% |
| 3Y | -33.4% | -24.4% | -9.0% | -32.7% |
| 5Y | -16.4% | -54.4% | +38.1% | -3.4% |
| All | +374.9% | +11.6% | +363.3% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling