-20.9%
CPRT vs MAGS
+190.0%
-211.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | -11.2% | +0.6% | -11.8% | -11.4% |
| 30D | +3.3% | +3.2% | +0.1% | +2.4% |
| 3M | -3.6% | +7.7% | -11.2% | -5.8% |
| 6M | -15.8% | +12.5% | -28.2% | -19.1% |
| YTD | -23.5% | +6.0% | -29.5% | -25.1% |
| 1Y | -38.8% | +14.4% | -53.1% | -41.8% |
| 3Y | -33.4% | +127.5% | -161.0% | -54.4% |
| All | -20.9% | +190.0% | -211.0% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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