-30.4%
CPRT vs M
+100.8%
-131.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.0% |
| 7D | +6.0% | -4.3% | +10.3% | +6.7% |
| 30D | +20.0% | +1.3% | +18.8% | +19.8% |
| 3M | +10.1% | -7.4% | +17.5% | +11.2% |
| 6M | -4.3% | +18.3% | -22.7% | -6.5% |
| YTD | -18.4% | +7.6% | -26.0% | -19.5% |
| 1Y | -20.1% | +17.4% | -37.5% | -22.3% |
| 3Y | -30.4% | +108.4% | -138.8% | -38.1% |
| All | -30.4% | +100.8% | -131.2% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling