-34.0%
CPRT vs KMX
-0.6%
-33.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | +8.2% | +2.6% | +5.7% | +7.8% |
| 3M | +2.3% | +25.6% | -23.3% | -1.4% |
| 6M | -14.7% | +41.9% | -56.6% | -20.0% |
| YTD | -18.2% | +56.0% | -74.2% | -23.9% |
| All | -34.0% | -0.6% | -33.4% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling