+366.4%
CPRT vs M
-6.5%
+372.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.4% | -3.3% | +1.9% | -0.9% |
| 30D | +21.5% | +8.1% | +13.4% | +19.9% |
| 3M | +9.4% | +2.2% | +7.2% | +8.8% |
| 6M | -3.3% | +35.1% | -38.4% | -8.2% |
| YTD | -17.8% | +15.8% | -33.7% | -20.5% |
| 1Y | -22.2% | +25.8% | -48.0% | -25.8% |
| 3Y | -34.0% | +156.2% | -190.2% | -46.0% |
| 5Y | -15.4% | -2.4% | -13.1% | -22.3% |
| All | +366.4% | -6.5% | +372.9% | +243.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling