-31.7%
CPRT vs MKSI
+184.9%
-216.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.9% |
| 7D | -8.4% | +4.9% | -13.3% | -8.7% |
| 30D | +4.6% | -11.0% | +15.6% | +5.1% |
| 3M | -1.9% | -17.1% | +15.1% | -2.3% |
| 6M | -15.3% | +16.4% | -31.7% | -19.2% |
| YTD | -21.5% | +64.3% | -85.7% | -28.5% |
| 1Y | -36.6% | +137.7% | -174.4% | -45.7% |
| All | -31.7% | +184.9% | -216.6% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling