+376.0%
CPRT vs LEN
+142.4%
+233.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.4% | -6.4% | +5.0% | +0.8% |
| 30D | +21.5% | +15.6% | +5.8% | +15.7% |
| 3M | +9.4% | -0.8% | +10.2% | +9.2% |
| 6M | -3.3% | +0.4% | -3.7% | -4.3% |
| YTD | -17.8% | -14.1% | -3.7% | -15.0% |
| 1Y | -22.2% | -29.6% | +7.5% | -14.3% |
| 3Y | -34.0% | -23.1% | -10.8% | -32.3% |
| 5Y | -15.4% | -8.9% | -6.6% | -20.8% |
| 10Y | +376.0% | +146.2% | +229.7% | +194.6% |
| All | +376.0% | +142.4% | +233.6% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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