-14.1%
CPRT vs KR
+41.9%
-56.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.1% |
| 7D | -8.4% | -2.7% | -5.8% | -8.2% |
| 30D | +4.6% | +1.9% | +2.7% | +4.4% |
| 3M | -1.9% | -11.0% | +9.1% | -1.0% |
| 6M | -15.3% | -20.2% | +4.9% | -13.8% |
| YTD | -21.5% | -7.3% | -14.2% | -21.2% |
| 1Y | -36.6% | -13.1% | -23.5% | -36.1% |
| 3Y | -31.2% | +29.7% | -60.9% | -34.0% |
| 5Y | -14.1% | +48.8% | -62.9% | -20.1% |
| All | -14.1% | +41.9% | -56.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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