+21,298.9%
CPRT vs MRSH
+2,753.5%
+18,545.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.3% |
| 7D | +0.4% | -3.8% | +4.2% | +1.9% |
| 30D | +9.9% | -5.8% | +15.7% | +12.4% |
| 3M | +5.6% | +11.7% | -6.1% | +1.4% |
| 6M | -13.6% | -0.3% | -13.3% | -13.7% |
| YTD | -16.7% | -1.1% | -15.6% | -16.7% |
| 1Y | -33.1% | -9.5% | -23.7% | -31.1% |
| 3Y | -27.1% | -2.6% | -24.5% | -27.1% |
| 5Y | -9.9% | +22.7% | -32.6% | -16.8% |
| 10Y | +415.3% | +214.6% | +200.7% | +247.7% |
| All | +21,298.9% | +2,753.5% | +18,545.4% | +7,622.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling