+415.3%
CPRT vs MSI
+590.9%
-175.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | +0.4% | -5.8% | +6.2% | +3.3% |
| 30D | +9.9% | -1.0% | +10.9% | +10.3% |
| 3M | +5.6% | +14.2% | -8.5% | -1.3% |
| 6M | -13.6% | +1.0% | -14.7% | -15.0% |
| YTD | -16.7% | +21.5% | -38.2% | -25.9% |
| 1Y | -33.1% | -2.1% | -31.0% | -33.7% |
| 3Y | -27.1% | +69.3% | -96.4% | -46.8% |
| 5Y | -9.9% | +99.3% | -109.2% | -40.4% |
| 10Y | +415.3% | +595.0% | -179.7% | +128.0% |
| All | +415.3% | +590.9% | -175.6% | +128.0% |
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 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