+15,500.6%
CPRT vs MDY
+2,662.7%
+12,837.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +16.6% | -1.5% | +18.1% | +17.9% |
| 3M | +9.6% | +0.8% | +8.8% | +8.7% |
| 6M | -11.1% | +7.4% | -18.5% | -16.1% |
| YTD | -13.9% | +15.2% | -29.1% | -22.7% |
| 1Y | -32.5% | +16.5% | -49.1% | -40.1% |
| 3Y | -25.0% | +46.8% | -71.8% | -44.2% |
| 5Y | -7.4% | +46.0% | -53.4% | -30.4% |
| 10Y | +422.0% | +172.1% | +249.9% | +151.5% |
| All | +15,500.6% | +2,662.7% | +12,837.9% | +2,200.5% |
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