+392.8%
CPRT vs MOD
+911.6%
-518.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.3% |
| 7D | +6.0% | -25.5% | +31.6% | +9.0% |
| 30D | +20.0% | -49.0% | +69.0% | +28.7% |
| 3M | +10.1% | -49.8% | +60.0% | +17.9% |
| 6M | -4.3% | -64.8% | +60.5% | +5.5% |
| YTD | -18.4% | -27.6% | +9.2% | -20.0% |
| 1Y | -20.1% | -35.2% | +15.1% | -20.9% |
| 3Y | -30.4% | +137.1% | -167.5% | -47.4% |
| 5Y | -17.0% | +760.3% | -777.3% | -51.2% |
| All | +392.8% | +911.6% | -518.9% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling