-10.5%
CPRT vs MKC
-33.4%
+22.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.4% | -4.3% | +3.9% | +0.5% |
| 30D | +8.2% | -3.1% | +11.4% | +8.9% |
| 3M | +2.3% | +6.8% | -4.5% | +0.8% |
| 6M | -14.7% | -18.3% | +3.6% | -11.5% |
| YTD | -18.2% | -23.1% | +4.9% | -14.3% |
| 1Y | -33.4% | -23.7% | -9.7% | -30.2% |
| 3Y | -28.3% | -31.0% | +2.7% | -23.4% |
| All | -10.5% | -33.4% | +22.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling