+392.8%
CPRT vs MSCI
+789.3%
-396.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.6% |
| 7D | +6.0% | +2.8% | +3.2% | +4.8% |
| 30D | +20.0% | +15.4% | +4.6% | +12.7% |
| 3M | +10.1% | +13.4% | -3.3% | +4.1% |
| 6M | -4.3% | +10.9% | -15.2% | -9.2% |
| YTD | -18.4% | +13.0% | -31.4% | -23.8% |
| 1Y | -20.1% | +12.0% | -32.1% | -25.2% |
| 3Y | -30.4% | +34.1% | -64.5% | -42.2% |
| 5Y | -17.0% | +3.9% | -20.9% | -24.6% |
| All | +392.8% | +789.3% | -396.6% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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