+374.9%
CPRT vs MKC
+29.9%
+345.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -11.2% | -1.5% | -9.7% | -10.8% |
| 30D | +3.3% | -3.1% | +6.4% | +4.2% |
| 3M | -3.6% | +5.2% | -8.8% | -5.2% |
| 6M | -15.8% | -12.8% | -2.9% | -12.8% |
| YTD | -23.5% | -23.3% | -0.2% | -18.1% |
| 1Y | -38.8% | -24.1% | -14.6% | -34.3% |
| 3Y | -33.4% | -32.1% | -1.3% | -27.1% |
| 5Y | -16.4% | -32.8% | +16.4% | -9.7% |
| All | +374.9% | +29.9% | +345.1% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling