+256.5%
CPRT vs MDB
+892.0%
-635.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.1% | +0.8% |
| 7D | +1.6% | -0.9% | +2.6% | +1.7% |
| 30D | +18.8% | -15.2% | +34.0% | +21.2% |
| 3M | +9.4% | -17.9% | +27.3% | +11.2% |
| 6M | -4.4% | +9.3% | -13.7% | -8.5% |
| YTD | -17.1% | -22.0% | +4.9% | -17.2% |
| 1Y | -19.9% | -9.3% | -10.6% | -22.4% |
| 3Y | -30.5% | -10.4% | -20.1% | -36.6% |
| 5Y | -15.9% | -43.2% | +27.3% | -23.9% |
| All | +256.5% | +892.0% | -635.5% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling