-36.6%
CPRT vs MDY
+13.9%
-50.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -8.4% | -2.5% | -5.9% | -7.6% |
| 30D | +4.6% | -5.0% | +9.6% | +6.4% |
| 3M | -1.9% | +0.5% | -2.4% | -2.2% |
| 6M | -15.3% | +8.0% | -23.3% | -18.5% |
| YTD | -21.5% | +12.2% | -33.6% | -24.7% |
| 1Y | -36.6% | +14.0% | -50.6% | -39.4% |
| All | -36.6% | +13.9% | -50.6% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling