+22,034.1%
CPRT vs LEN
+2,887.1%
+19,147.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | +16.6% | -4.9% | +21.5% | +17.8% |
| 3M | +9.6% | -8.5% | +18.1% | +11.4% |
| 6M | -11.1% | -20.7% | +9.5% | -7.2% |
| YTD | -13.9% | -17.4% | +3.5% | -11.0% |
| 1Y | -32.5% | -38.2% | +5.7% | -26.3% |
| 3Y | -25.0% | -24.9% | -0.2% | -22.6% |
| 5Y | -7.4% | -11.4% | +4.1% | -8.2% |
| 10Y | +422.0% | +110.0% | +311.9% | +322.4% |
| All | +22,034.1% | +2,887.1% | +19,147.0% | +9,315.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling