+7,580.0%
CPRT vs MKSI
+2,206.8%
+5,373.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.7% |
| 7D | +0.4% | +7.7% | -7.3% | -1.2% |
| 30D | +9.9% | -12.9% | +22.8% | +12.7% |
| 3M | +5.6% | -14.8% | +20.5% | +6.2% |
| 6M | -13.6% | +26.6% | -40.3% | -21.1% |
| YTD | -16.7% | +66.6% | -83.3% | -28.8% |
| 1Y | -33.1% | +144.6% | -177.7% | -48.2% |
| 3Y | -27.1% | +193.1% | -220.2% | -48.8% |
| 5Y | -9.9% | +88.6% | -98.5% | -31.8% |
| 10Y | +415.3% | +490.9% | -75.6% | +189.1% |
| All | +7,580.0% | +2,206.8% | +5,373.2% | +2,842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling