+386.7%
CPRT vs MOD
+1,005.7%
-619.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.9% | -8.3% | +0.5% |
| 7D | +1.6% | -13.9% | +15.6% | +2.8% |
| 30D | +18.8% | -41.5% | +60.3% | +25.4% |
| 3M | +9.4% | -45.7% | +55.1% | +16.1% |
| 6M | -4.4% | -61.1% | +56.7% | +4.2% |
| YTD | -17.1% | -20.5% | +3.4% | -19.6% |
| 1Y | -19.9% | -32.1% | +12.2% | -21.0% |
| 3Y | -30.5% | +146.5% | -177.0% | -47.6% |
| 5Y | -15.9% | +812.7% | -828.7% | -50.9% |
| 10Y | +386.7% | +966.8% | -580.1% | +144.8% |
| All | +386.7% | +1,005.7% | -619.0% | +144.8% |
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