-34.2%
CPRT vs MKC
-21.4%
-12.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.4% | -3.0% | +2.6% | +0.2% |
| 30D | +21.2% | +4.8% | +16.3% | +20.4% |
| 3M | +8.3% | -12.8% | +21.1% | +10.5% |
| 6M | -3.4% | +5.0% | -8.4% | -4.0% |
| YTD | -18.7% | -29.1% | +10.4% | -15.2% |
| 1Y | -23.5% | -26.4% | +2.9% | -20.7% |
| 3Y | -34.2% | -21.6% | -12.5% | -31.3% |
| All | -34.2% | -21.4% | -12.7% | -31.3% |
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