-20.1%
CPRT vs MAS
+32.0%
-52.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | +6.0% | +2.0% | +4.1% | +5.5% |
| 30D | +20.0% | +19.4% | +0.6% | +15.1% |
| 3M | +10.1% | +9.4% | +0.7% | +7.4% |
| 6M | -4.3% | +15.3% | -19.6% | -7.7% |
| YTD | -18.4% | +31.3% | -49.7% | -23.7% |
| 1Y | -20.1% | +34.9% | -54.9% | -25.6% |
| All | -20.1% | +32.0% | -52.1% | -25.6% |
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