+374.9%
CPRT vs MDY
+177.2%
+197.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | -11.2% | -1.9% | -9.3% | -9.8% |
| 30D | +3.3% | -4.6% | +8.0% | +7.3% |
| 3M | -3.6% | -1.2% | -2.3% | -2.8% |
| 6M | -15.8% | +9.2% | -25.0% | -22.1% |
| YTD | -23.5% | +13.1% | -36.6% | -31.3% |
| 1Y | -38.8% | +13.0% | -51.8% | -45.2% |
| 3Y | -33.4% | +49.2% | -82.7% | -53.6% |
| 5Y | -16.4% | +47.2% | -63.6% | -40.9% |
| All | +374.9% | +177.2% | +197.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling