-33.4%
CPRT vs MCO
+42.6%
-76.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.3% |
| 7D | -11.2% | -3.8% | -7.4% | -9.6% |
| 30D | +3.3% | -0.4% | +3.7% | +3.5% |
| 3M | -3.6% | +7.7% | -11.3% | -6.8% |
| 6M | -15.8% | +7.0% | -22.7% | -18.5% |
| YTD | -23.5% | -6.4% | -17.1% | -21.7% |
| 1Y | -38.8% | -7.6% | -31.1% | -37.0% |
| 3Y | -33.4% | +43.2% | -76.7% | -47.3% |
| All | -33.4% | +42.6% | -76.1% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling