+374.9%
CPRT vs MKTX
+5.0%
+369.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -11.2% | -0.2% | -10.9% | -11.1% |
| 30D | +3.3% | +0.7% | +2.6% | +3.1% |
| 3M | -3.6% | +40.8% | -44.4% | -12.1% |
| 6M | -15.8% | -8.0% | -7.8% | -14.8% |
| YTD | -23.5% | -8.7% | -14.8% | -22.5% |
| 1Y | -38.8% | -11.8% | -26.9% | -37.6% |
| 3Y | -33.4% | -24.0% | -9.4% | -32.4% |
| 5Y | -16.4% | -60.3% | +44.0% | +0.3% |
| All | +374.9% | +5.0% | +369.9% | +356.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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