-15.6%
CPRT vs MAS
+41.7%
-57.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.9% |
| 7D | +9.9% | +4.6% | +5.4% | +8.1% |
| 30D | +21.1% | +19.9% | +1.2% | +12.9% |
| 3M | +12.3% | +8.9% | +3.5% | +8.5% |
| 6M | -2.0% | +20.2% | -22.2% | -9.6% |
| YTD | -17.0% | +33.9% | -50.9% | -27.8% |
| 1Y | -22.5% | +34.7% | -57.2% | -32.9% |
| 3Y | -29.3% | +60.4% | -89.7% | -46.6% |
| 5Y | -15.6% | +43.5% | -59.0% | -30.0% |
| All | -15.6% | +41.7% | -57.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling