+386.7%
CPRT vs MSI
+689.5%
-302.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +0.3% |
| 7D | +1.6% | +8.3% | -6.7% | -2.3% |
| 30D | +18.8% | +18.9% | -0.1% | +9.2% |
| 3M | +9.4% | +13.2% | -3.8% | +2.9% |
| 6M | -4.4% | +38.3% | -42.7% | -18.9% |
| YTD | -17.1% | +38.9% | -56.0% | -31.0% |
| 1Y | -19.9% | +36.7% | -56.6% | -32.8% |
| 3Y | -30.5% | +76.6% | -107.1% | -50.3% |
| 5Y | -15.9% | +124.5% | -140.4% | -47.9% |
| 10Y | +386.7% | +674.5% | -287.8% | +84.4% |
| All | +386.7% | +689.5% | -302.8% | +84.4% |
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