-27.6%
CPRT vs MDY
+50.3%
-77.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -2.9% |
| 7D | +0.4% | +1.0% | -0.6% | -0.2% |
| 30D | +9.9% | -3.1% | +13.0% | +12.0% |
| 3M | +5.6% | +1.8% | +3.8% | +4.3% |
| 6M | -13.6% | +10.8% | -24.4% | -19.4% |
| YTD | -16.7% | +14.4% | -31.2% | -23.9% |
| 1Y | -33.1% | +15.2% | -48.3% | -39.3% |
| All | -27.6% | +50.3% | -77.8% | -45.8% |
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 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