-18.7%
CPRT vs MSCI
+6.7%
-25.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.1% |
| 7D | -0.4% | +3.0% | -3.4% | -1.6% |
| 30D | +21.2% | +17.8% | +3.4% | +13.2% |
| 3M | +8.3% | +15.2% | -6.9% | +2.0% |
| 6M | -3.4% | +16.5% | -19.9% | -9.9% |
| YTD | -18.7% | +16.4% | -35.1% | -24.7% |
| 1Y | -23.5% | +16.8% | -40.3% | -29.3% |
| 3Y | -34.2% | +35.8% | -69.9% | -45.5% |
| All | -18.7% | +6.7% | -25.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling