-23.9%
CPRT vs MRSH
+20.0%
-43.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +3.1% |
| 7D | +12.6% | +9.4% | +3.2% | +7.3% |
| 30D | +18.0% | +23.4% | -5.5% | +5.9% |
| 3M | +11.0% | +9.9% | +1.1% | +5.1% |
| 6M | -2.0% | +26.0% | -28.0% | -12.6% |
| YTD | -16.7% | +15.2% | -31.9% | -23.8% |
| 1Y | -23.9% | +18.4% | -42.3% | -31.1% |
| All | -23.9% | +20.0% | -43.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling