-25.4%
CPRT vs M
+117.7%
-143.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | +2.2% | +4.7% | -2.5% | +1.6% |
| 30D | +16.6% | -9.6% | +26.3% | +18.2% |
| 3M | +9.6% | +0.9% | +8.7% | +9.4% |
| 6M | -11.1% | +22.3% | -33.4% | -13.5% |
| YTD | -13.9% | +6.5% | -20.4% | -14.9% |
| 1Y | -32.5% | +38.8% | -71.3% | -36.1% |
| All | -25.4% | +117.7% | -143.1% | -36.3% |
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 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