-31.7%
CPRT vs MKTX
-25.2%
-6.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -8.4% | -0.2% | -8.3% | -8.4% |
| 30D | +4.6% | +0.8% | +3.8% | +4.6% |
| 3M | -1.9% | +41.1% | -43.1% | -3.7% |
| 6M | -15.3% | -9.5% | -5.8% | -14.9% |
| YTD | -21.5% | -8.7% | -12.8% | -21.1% |
| 1Y | -36.6% | -10.0% | -26.7% | -36.3% |
| All | -31.7% | -25.2% | -6.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling