+20,872.3%
CPRT vs MSI
+1,080.4%
+19,791.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +6.0% | +4.7% | +1.4% | +4.9% |
| 30D | +20.0% | +14.8% | +5.3% | +16.3% |
| 3M | +10.1% | +8.8% | +1.3% | +8.0% |
| 6M | -4.3% | +19.3% | -23.6% | -8.5% |
| YTD | -18.4% | +35.3% | -53.7% | -24.4% |
| 1Y | -20.1% | +33.8% | -53.9% | -25.8% |
| 3Y | -30.4% | +74.4% | -104.8% | -39.4% |
| 5Y | -17.0% | +120.5% | -137.5% | -31.4% |
| 10Y | +403.2% | +685.2% | -281.9% | +220.3% |
| All | +20,872.3% | +1,080.4% | +19,791.9% | +9,942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling