-14.1%
CPRT vs MKTX
-60.6%
+46.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | -1.9% | +41.1% | -43.1% | -8.3% |
| 6M | -15.3% | -9.5% | -5.8% | -13.8% |
| YTD | -21.5% | -8.7% | -12.8% | -20.3% |
| 1Y | -36.6% | -10.0% | -26.7% | -35.6% |
| 3Y | -31.2% | -24.6% | -6.6% | -30.4% |
| 5Y | -14.1% | -60.3% | +46.2% | +1.6% |
| All | -14.1% | -60.6% | +46.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling