-31.7%
CPRT vs MGY
+24.9%
-56.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -8.4% | +1.8% | -10.2% | -8.7% |
| 30D | +4.6% | +6.5% | -1.9% | +3.7% |
| 3M | -1.9% | +0.3% | -2.3% | -2.1% |
| 6M | -15.3% | -2.4% | -12.9% | -15.4% |
| YTD | -21.5% | +29.0% | -50.4% | -25.1% |
| 1Y | -36.6% | +17.0% | -53.7% | -38.7% |
| All | -31.7% | +24.9% | -56.6% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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