-18.7%
CPRT vs KMX
-64.6%
+45.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.4% | +3.4% | -3.8% | -1.3% |
| 30D | +21.2% | +6.8% | +14.3% | +19.1% |
| 3M | +8.3% | -11.4% | +19.7% | +11.4% |
| 6M | -3.4% | +43.6% | -46.9% | -12.8% |
| YTD | -18.7% | +37.7% | -56.4% | -26.7% |
| 1Y | -23.5% | +53.0% | -76.5% | -33.2% |
| 3Y | -34.2% | -16.3% | -17.8% | -35.4% |
| All | -18.7% | -64.6% | +45.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling