+21,102.0%
CPRT vs MOS
+60.8%
+21,041.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | +4.0% | +24.8% | -20.8% | +0.2% |
| 30D | +18.2% | +22.7% | -4.5% | +14.2% |
| 3M | +9.2% | -1.2% | +10.4% | +8.9% |
| 6M | -4.8% | +5.5% | -10.4% | -6.6% |
| YTD | -17.5% | -2.0% | -15.5% | -18.7% |
| 1Y | -22.0% | -7.9% | -14.1% | -22.5% |
| 3Y | -33.7% | -25.0% | -8.7% | -33.3% |
| 5Y | -15.0% | -27.7% | +12.8% | -16.9% |
| 10Y | +385.2% | -1.6% | +386.7% | +313.2% |
| All | +21,102.0% | +60.8% | +21,041.3% | +12,444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling