-18.7%
CPRT vs MSI
+124.3%
-143.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | +3.2% | -3.6% | -1.9% |
| 30D | +21.2% | +17.6% | +3.6% | +12.1% |
| 3M | +8.3% | +14.5% | -6.2% | +1.4% |
| 6M | -3.4% | +34.3% | -37.6% | -16.6% |
| YTD | -18.7% | +39.7% | -58.4% | -32.8% |
| 1Y | -23.5% | +40.2% | -63.7% | -37.0% |
| 3Y | -34.2% | +77.1% | -111.3% | -55.4% |
| All | -18.7% | +124.3% | -143.0% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling