-27.6%
CPRT vs MKC
-30.6%
+3.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +0.4% | -4.3% | +4.7% | +1.1% |
| 30D | +9.9% | -2.0% | +11.9% | +10.2% |
| 3M | +5.6% | +10.0% | -4.4% | +4.1% |
| 6M | -13.6% | -18.5% | +4.9% | -11.4% |
| YTD | -16.7% | -22.4% | +5.7% | -14.2% |
| 1Y | -33.1% | -23.6% | -9.5% | -31.0% |
| All | -27.6% | -30.6% | +3.1% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling