+361.5%
CPRT vs MOS
-3.5%
+364.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | +21.2% | +15.3% | +5.9% | +18.3% |
| 3M | +8.3% | +1.5% | +6.8% | +7.6% |
| 6M | -3.4% | -2.0% | -1.4% | -4.0% |
| YTD | -18.7% | -6.5% | -12.2% | -19.3% |
| 1Y | -23.5% | -11.1% | -12.5% | -23.6% |
| 3Y | -34.2% | -30.3% | -3.9% | -33.0% |
| 5Y | -18.2% | -33.5% | +15.3% | -20.0% |
| All | +361.5% | -3.5% | +364.9% | +271.5% |
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