-33.1%
CPRT vs M
+31.9%
-65.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.1% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | +9.9% | -11.6% | +21.5% | +11.2% |
| 3M | +5.6% | +1.6% | +4.0% | +6.3% |
| 6M | -13.6% | +25.2% | -38.8% | -13.1% |
| YTD | -16.7% | +3.8% | -20.5% | -16.0% |
| 1Y | -33.1% | +36.3% | -69.5% | -33.3% |
| All | -33.1% | +31.9% | -65.1% | -33.3% |
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