+387.6%
CPRT vs MTB
+172.9%
+214.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -8.4% | -0.4% | -8.0% | -8.3% |
| 30D | +4.6% | -4.6% | +9.2% | +6.0% |
| 3M | -1.9% | +7.4% | -9.4% | -4.3% |
| 6M | -15.3% | +18.7% | -34.0% | -19.9% |
| YTD | -21.5% | +21.1% | -42.5% | -26.3% |
| 1Y | -36.6% | +24.1% | -60.7% | -41.1% |
| 3Y | -31.2% | +115.3% | -146.5% | -47.0% |
| 5Y | -14.1% | +106.0% | -120.1% | -34.6% |
| All | +387.6% | +172.9% | +214.7% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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