+22,034.1%
CPRT vs MOD
+970.4%
+21,063.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.2% |
| 7D | +2.2% | +9.6% | -7.4% | +0.9% |
| 30D | +16.6% | 0.0% | +16.6% | +16.5% |
| 3M | +9.6% | -35.4% | +45.0% | +15.3% |
| 6M | -11.1% | -7.3% | -3.8% | -12.6% |
| YTD | -13.9% | +45.8% | -59.7% | -21.6% |
| 1Y | -32.5% | +43.1% | -75.7% | -39.1% |
| 3Y | -25.0% | +297.7% | -322.7% | -45.8% |
| 5Y | -7.4% | +1,478.8% | -1,486.1% | -48.1% |
| 10Y | +422.0% | +1,633.4% | -1,211.4% | +155.2% |
| All | +22,034.1% | +970.4% | +21,063.8% | +8,740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling