-38.8%
CPRT vs MKSI
+142.7%
-181.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.4% |
| 7D | -11.2% | +2.7% | -13.9% | -10.9% |
| 30D | +3.3% | -12.8% | +16.1% | +1.9% |
| 3M | -3.6% | -22.5% | +18.9% | -5.9% |
| 6M | -15.8% | +19.4% | -35.1% | -17.1% |
| YTD | -23.5% | +67.7% | -91.2% | -22.9% |
| 1Y | -38.8% | +131.4% | -170.2% | -37.0% |
| All | -38.8% | +142.7% | -181.5% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling