+425.5%
CPRT vs MAS
+137.9%
+287.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +16.6% | -5.6% | +22.2% | +19.5% |
| 3M | +9.6% | +4.4% | +5.1% | +6.5% |
| 6M | -11.1% | +7.2% | -18.3% | -15.5% |
| YTD | -13.9% | +16.1% | -30.0% | -21.7% |
| 1Y | -32.5% | +0.1% | -32.6% | -34.4% |
| 3Y | -25.0% | +28.3% | -53.3% | -38.1% |
| 5Y | -7.4% | +30.5% | -37.8% | -25.8% |
| All | +425.5% | +137.9% | +287.6% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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