+376.0%
CPRT vs MSI
+683.5%
-307.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | -1.4% | +7.7% | -9.1% | -4.9% |
| 30D | +21.5% | +19.9% | +1.6% | +11.2% |
| 3M | +9.4% | +14.9% | -5.5% | +2.1% |
| 6M | -3.3% | +37.2% | -40.5% | -17.6% |
| YTD | -17.8% | +40.8% | -58.6% | -32.0% |
| 1Y | -22.2% | +38.1% | -60.3% | -35.1% |
| 3Y | -34.0% | +77.7% | -111.7% | -52.9% |
| 5Y | -15.4% | +129.0% | -144.5% | -48.1% |
| 10Y | +376.0% | +671.3% | -295.3% | +80.2% |
| All | +376.0% | +683.5% | -307.5% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling