+16,703.3%
CPRT vs MCO
+7,504.3%
+9,199.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.3% |
| 30D | +9.9% | +0.9% | +9.0% | +9.6% |
| 3M | +5.6% | +8.7% | -3.0% | +2.9% |
| 6M | -13.6% | +2.4% | -16.0% | -14.4% |
| YTD | -16.7% | -5.2% | -11.6% | -15.8% |
| 1Y | -33.1% | -4.4% | -28.8% | -32.6% |
| 3Y | -27.1% | +45.1% | -72.2% | -35.6% |
| 5Y | -9.9% | +31.5% | -41.4% | -18.4% |
| 10Y | +415.3% | +380.7% | +34.6% | +233.1% |
| All | +16,703.3% | +7,504.3% | +9,199.0% | +6,373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling