+392.8%
CPRT vs MOS
+8.6%
+384.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +6.0% | +21.6% | -15.5% | +2.8% |
| 30D | +20.0% | +12.0% | +8.1% | +17.7% |
| 3M | +10.1% | -3.9% | +14.0% | +10.3% |
| 6M | -4.3% | -3.3% | -1.0% | -4.7% |
| YTD | -18.4% | -4.6% | -13.7% | -19.3% |
| 1Y | -20.1% | -7.0% | -13.1% | -20.8% |
| 3Y | -30.4% | -24.4% | -6.0% | -30.1% |
| 5Y | -17.0% | -32.1% | +15.1% | -19.1% |
| All | +392.8% | +8.6% | +384.1% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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