-14.1%
CPRT vs MCO
+26.7%
-40.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.2% |
| 7D | -8.4% | -7.3% | -1.1% | -4.5% |
| 30D | +4.6% | -1.7% | +6.3% | +5.6% |
| 3M | -1.9% | +3.9% | -5.9% | -4.1% |
| 6M | -15.3% | +3.8% | -19.1% | -17.4% |
| YTD | -21.5% | -7.9% | -13.6% | -18.7% |
| 1Y | -36.6% | -6.8% | -29.8% | -35.0% |
| 3Y | -31.2% | +40.9% | -72.1% | -47.0% |
| 5Y | -14.1% | +27.5% | -41.6% | -30.0% |
| All | -14.1% | +26.7% | -40.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling