+361.5%
CPRT vs MDY
+165.3%
+196.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.4% | +2.3% | -2.6% | -2.2% |
| 30D | +21.2% | +2.0% | +19.2% | +19.1% |
| 3M | +8.3% | -5.6% | +13.9% | +13.2% |
| 6M | -3.4% | +1.3% | -4.7% | -5.0% |
| YTD | -18.7% | +12.3% | -31.0% | -26.8% |
| 1Y | -23.5% | +15.8% | -39.3% | -33.0% |
| 3Y | -34.2% | +56.5% | -90.6% | -56.1% |
| 5Y | -18.2% | +35.1% | -53.3% | -38.2% |
| All | +361.5% | +165.3% | +196.1% | +98.8% |
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