-22.5%
CPRT vs MAS
+37.4%
-60.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.6% |
| 7D | +9.9% | +4.6% | +5.4% | +8.6% |
| 30D | +21.1% | +19.9% | +1.2% | +15.7% |
| 3M | +12.3% | +8.9% | +3.5% | +9.4% |
| 6M | -2.0% | +20.2% | -22.2% | -6.5% |
| YTD | -17.0% | +33.9% | -50.9% | -23.7% |
| 1Y | -22.5% | +34.7% | -57.2% | -29.2% |
| All | -22.5% | +37.4% | -60.0% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling