+22,034.1%
CPRT vs MOS
+79.2%
+21,954.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +2.2% | +9.5% | -7.3% | +0.7% |
| 30D | +16.6% | +10.4% | +6.2% | +14.7% |
| 3M | +9.6% | +12.9% | -3.3% | +6.9% |
| 6M | -11.1% | +1.2% | -12.4% | -12.4% |
| YTD | -13.9% | +9.3% | -23.2% | -16.3% |
| 1Y | -32.5% | -18.0% | -14.5% | -31.6% |
| 3Y | -25.0% | -29.0% | +4.0% | -23.7% |
| 5Y | -7.4% | -9.6% | +2.2% | -12.7% |
| 10Y | +422.0% | +6.1% | +415.9% | +340.0% |
| All | +22,034.1% | +79.2% | +21,954.9% | +12,812.9% |
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