+386.7%
CPRT vs MOS
+6.2%
+380.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +1.3% |
| 7D | +1.6% | +19.7% | -18.0% | -1.3% |
| 30D | +18.8% | +21.5% | -2.7% | +15.1% |
| 3M | +9.4% | -0.4% | +9.8% | +9.0% |
| 6M | -4.4% | +4.5% | -8.9% | -5.9% |
| YTD | -17.1% | -2.9% | -14.2% | -18.2% |
| 1Y | -19.9% | -7.7% | -12.2% | -20.5% |
| 3Y | -30.5% | -25.6% | -4.9% | -30.0% |
| 5Y | -15.9% | -31.2% | +15.2% | -18.2% |
| 10Y | +386.7% | +2.8% | +383.9% | +283.1% |
| All | +386.7% | +6.2% | +380.5% | +283.1% |
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