-21.9%
CPRT vs MOD
-35.4%
+13.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.7% |
| 7D | +4.0% | -17.8% | +21.8% | +2.3% |
| 30D | +18.2% | -43.2% | +61.5% | +13.3% |
| 3M | +9.2% | -46.0% | +55.2% | +4.5% |
| 6M | -4.8% | -62.2% | +57.4% | -10.4% |
| YTD | -17.5% | -22.8% | +5.3% | -22.1% |
| All | -21.9% | -35.4% | +13.5% | -26.4% |
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