+14,704.8%
CPRT vs MDY
+2,597.3%
+12,107.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -1.5% | +3.0% | -4.5% | -3.6% |
| 30D | +21.4% | +0.8% | +20.5% | +20.5% |
| 3M | +10.4% | -5.1% | +15.5% | +14.4% |
| 6M | -4.3% | +1.2% | -5.5% | -5.6% |
| YTD | -18.3% | +12.5% | -30.7% | -25.5% |
| 1Y | -22.5% | +13.8% | -36.2% | -30.0% |
| 3Y | -34.3% | +56.4% | -90.8% | -53.4% |
| 5Y | -17.8% | +35.3% | -53.1% | -34.9% |
| 10Y | +373.5% | +167.7% | +205.7% | +130.5% |
| All | +14,704.8% | +2,597.3% | +12,107.5% | +2,116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling