+386.7%
CPRT vs M
+3.7%
+383.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | +0.3% |
| 7D | +1.6% | +2.5% | -0.9% | +1.2% |
| 30D | +18.8% | +10.1% | +8.7% | +16.9% |
| 3M | +9.4% | -0.9% | +10.3% | +9.3% |
| 6M | -4.4% | +30.2% | -34.6% | -8.7% |
| YTD | -17.1% | +16.3% | -33.4% | -19.8% |
| 1Y | -19.9% | +27.0% | -46.9% | -23.7% |
| 3Y | -30.5% | +154.5% | -185.0% | -43.1% |
| 5Y | -15.9% | -1.1% | -14.9% | -22.9% |
| 10Y | +386.7% | +0.5% | +386.2% | +260.4% |
| All | +386.7% | +3.7% | +383.0% | +260.4% |
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