-23.9%
CPRT vs MOD
-33.0%
+9.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -21.4% | +26.5% | +2.9% |
| 7D | +12.6% | -31.3% | +44.0% | +9.2% |
| 30D | +18.0% | -46.1% | +64.1% | +12.6% |
| 3M | +11.0% | -51.1% | +62.1% | +5.4% |
| 6M | -2.0% | -62.1% | +60.0% | -8.0% |
| YTD | -16.7% | -26.2% | +9.5% | -22.0% |
| 1Y | -23.9% | -32.6% | +8.7% | -28.6% |
| All | -23.9% | -33.0% | +9.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling