+374.9%
CPRT vs MKSI
+524.1%
-149.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | -11.2% | +2.7% | -13.9% | -11.7% |
| 30D | +3.3% | -12.8% | +16.1% | +6.0% |
| 3M | -3.6% | -22.5% | +18.9% | -1.0% |
| 6M | -15.8% | +19.4% | -35.1% | -23.2% |
| YTD | -23.5% | +67.7% | -91.2% | -36.8% |
| 1Y | -38.8% | +131.4% | -170.2% | -54.3% |
| 3Y | -33.4% | +197.3% | -230.8% | -57.5% |
| 5Y | -16.4% | +87.0% | -103.3% | -40.5% |
| All | +374.9% | +524.1% | -149.2% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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