+22,034.1%
CPRT vs MSI
+971.0%
+21,063.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.2% | -3.7% | +5.9% | +3.1% |
| 30D | +16.6% | +6.8% | +9.8% | +14.7% |
| 3M | +9.6% | +14.3% | -4.7% | +6.1% |
| 6M | -11.1% | -1.6% | -9.6% | -11.2% |
| YTD | -13.9% | +22.8% | -36.7% | -18.4% |
| 1Y | -32.5% | -1.1% | -31.4% | -32.9% |
| 3Y | -25.0% | +70.5% | -95.5% | -34.4% |
| 5Y | -7.4% | +102.8% | -110.2% | -21.9% |
| 10Y | +422.0% | +597.4% | -175.4% | +240.7% |
| All | +22,034.1% | +971.0% | +21,063.1% | +10,737.0% |
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 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