-5.7%
CPRT vs MSI
+103.9%
-109.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-07 to 2026-09-07.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +4.0% |
| 30D | +16.6% | +6.8% | +9.8% | +12.5% |
| 3M | +9.6% | +14.3% | -4.7% | +2.1% |
| 6M | -11.1% | -1.3% | -9.8% | -11.3% |
| YTD | -13.9% | +23.1% | -37.0% | -24.5% |
| 1Y | -32.5% | -0.8% | -31.7% | -33.1% |
| 3Y | -25.0% | +70.9% | -95.9% | -49.7% |
| All | -5.7% | +103.9% | -109.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2021-09-07 to 2026-09-07: compounded portfolio wealth divided by compounded MSI 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…
2021-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling