+16,648.9%
CPRT vs KNX
+5,063.1%
+11,585.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -8.4% | -0.5% | -7.9% | -8.3% |
| 30D | +4.6% | +1.0% | +3.6% | +4.2% |
| 3M | -1.9% | -12.6% | +10.7% | +0.6% |
| 6M | -15.3% | +21.1% | -36.4% | -19.5% |
| YTD | -21.5% | +33.2% | -54.7% | -27.2% |
| 1Y | -36.6% | +67.8% | -104.4% | -44.4% |
| 3Y | -31.2% | +37.3% | -68.5% | -38.1% |
| 5Y | -14.1% | +41.1% | -55.2% | -23.6% |
| 10Y | +391.9% | +170.6% | +221.3% | +270.9% |
| All | +16,648.9% | +5,063.1% | +11,585.9% | +9,088.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 all: compounded portfolio wealth divided by compounded KNX 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…
all analysis · Full analysis span regression · 6 months rolling