+21,312.1%
CPRT vs MAS
+1,087.2%
+20,224.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.6% | -0.6% | +3.5% |
| 7D | +12.6% | +14.2% | -1.5% | +8.6% |
| 30D | +18.0% | +26.8% | -8.8% | +10.5% |
| 3M | +11.0% | +13.1% | -2.2% | +7.2% |
| 6M | -2.0% | +27.9% | -29.9% | -8.9% |
| YTD | -16.7% | +38.7% | -55.3% | -24.8% |
| 1Y | -23.9% | +40.4% | -64.2% | -31.6% |
| 3Y | -29.0% | +66.1% | -95.1% | -40.0% |
| 5Y | -16.0% | +47.4% | -63.4% | -27.2% |
| 10Y | +413.8% | +238.3% | +175.5% | +258.6% |
| All | +21,312.1% | +1,087.2% | +20,224.9% | +9,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling