-23.9%
CPRT vs M
+36.6%
-60.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.6% | -2.6% | +3.9% |
| 7D | +12.6% | +8.3% | +4.4% | +11.3% |
| 30D | +18.0% | +14.2% | +3.8% | +15.9% |
| 3M | +11.0% | -1.1% | +12.1% | +10.7% |
| 6M | -2.0% | +36.6% | -38.6% | -3.1% |
| YTD | -16.7% | +19.8% | -36.5% | -17.2% |
| 1Y | -23.9% | +37.2% | -61.1% | -24.7% |
| All | -23.9% | +36.6% | -60.4% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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