-23.9%
CPRT vs MDB
-8.5%
-15.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.1% |
| 7D | +12.6% | -16.5% | +29.2% | +13.6% |
| 30D | +18.0% | -8.6% | +26.6% | +18.1% |
| 3M | +11.0% | -13.6% | +24.5% | +11.0% |
| 6M | -2.0% | +24.1% | -26.1% | -5.0% |
| YTD | -16.7% | -21.8% | +5.1% | -18.0% |
| 1Y | -23.9% | -7.7% | -16.2% | -24.9% |
| All | -23.9% | -8.5% | -15.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling