-27.1%
CPRT vs MTB
+118.5%
-145.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | +9.9% | -4.2% | +14.1% | +11.1% |
| 3M | +5.6% | +7.8% | -2.2% | +3.2% |
| 6M | -13.6% | +14.8% | -28.4% | -17.3% |
| YTD | -16.7% | +20.8% | -37.5% | -21.5% |
| 1Y | -33.1% | +23.1% | -56.2% | -37.4% |
| 3Y | -27.1% | +114.8% | -141.9% | -40.7% |
| All | -27.1% | +118.5% | -145.6% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling