+1,424.5%
CPRT vs MSCI
+2,756.4%
-1,331.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +16.6% | +0.6% | +16.1% | +16.4% |
| 3M | +9.6% | -7.1% | +16.7% | +11.8% |
| 6M | -11.1% | +0.8% | -12.0% | -11.8% |
| YTD | -13.9% | +1.0% | -14.9% | -14.9% |
| 1Y | -32.5% | +4.3% | -36.8% | -34.3% |
| 3Y | -25.0% | +9.9% | -35.0% | -29.5% |
| 5Y | -7.4% | -6.8% | -0.6% | -9.7% |
| 10Y | +422.0% | +614.7% | -192.7% | +186.1% |
| All | +1,424.5% | +2,756.4% | -1,331.9% | +519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling