+315.2%
CPRT vs MGY
+206.7%
+108.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.7% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +9.9% | +10.1% | -0.2% | +8.2% |
| 3M | +5.6% | -1.5% | +7.1% | +5.6% |
| 6M | -13.6% | -4.9% | -8.7% | -13.4% |
| YTD | -16.7% | +27.7% | -44.4% | -20.4% |
| 1Y | -33.1% | +20.1% | -53.2% | -35.6% |
| 3Y | -27.1% | +24.9% | -51.9% | -31.2% |
| 5Y | -9.9% | +91.6% | -101.4% | -23.2% |
| All | +315.2% | +206.7% | +108.5% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling