-33.8%
CPRT vs MDY
+57.0%
-90.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -1.5% | +3.0% | -4.5% | -3.1% |
| 30D | +21.4% | +0.8% | +20.5% | +20.7% |
| 3M | +10.4% | -5.1% | +15.5% | +13.6% |
| 6M | -4.3% | +1.2% | -5.5% | -5.4% |
| YTD | -18.3% | +12.5% | -30.7% | -24.4% |
| 1Y | -22.5% | +13.8% | -36.2% | -28.9% |
| All | -33.8% | +57.0% | -90.8% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling