-29.3%
CPRT vs MOD
+116.8%
-146.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.8% | -0.2% |
| 7D | +9.9% | -34.2% | +44.1% | +11.1% |
| 30D | +21.1% | -51.9% | +73.0% | +24.0% |
| 3M | +12.3% | -53.0% | +65.4% | +15.0% |
| 6M | -2.0% | -66.4% | +64.3% | +1.5% |
| YTD | -17.0% | -31.5% | +14.5% | -20.4% |
| 1Y | -22.5% | -39.6% | +17.0% | -25.0% |
| All | -29.3% | +116.8% | -146.1% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling