-33.4%
CPRT vs LEN
-41.8%
+8.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -0.4% | -3.4% | +3.0% | +0.4% |
| 30D | +8.2% | -5.7% | +13.9% | +9.6% |
| 3M | +2.3% | -12.2% | +14.5% | +4.7% |
| 6M | -14.7% | -18.3% | +3.5% | -12.0% |
| YTD | -18.2% | -20.2% | +2.0% | -15.4% |
| 1Y | -33.4% | -40.1% | +6.7% | -28.7% |
| All | -33.4% | -41.8% | +8.4% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling