+21,016.7%
CPRT vs MTB
+3,329.4%
+17,687.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | +21.5% | +0.1% | +21.4% | +21.5% |
| 3M | +9.4% | -12.1% | +21.5% | +13.6% |
| 6M | -3.3% | +7.3% | -10.6% | -5.6% |
| YTD | -17.8% | +11.5% | -29.4% | -20.9% |
| 1Y | -22.2% | +21.3% | -43.5% | -27.0% |
| 3Y | -34.0% | +104.1% | -138.1% | -48.0% |
| 5Y | -15.4% | +61.8% | -77.3% | -30.3% |
| 10Y | +376.0% | +115.4% | +260.6% | +235.3% |
| All | +21,016.7% | +3,329.4% | +17,687.3% | +9,804.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling