+22,034.1%
CPRT vs MTB
+3,635.4%
+18,398.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | +16.6% | -4.2% | +20.8% | +18.0% |
| 3M | +9.6% | +8.9% | +0.7% | +6.6% |
| 6M | -11.1% | +10.9% | -22.0% | -14.1% |
| YTD | -13.9% | +21.5% | -35.4% | -19.2% |
| 1Y | -32.5% | +21.9% | -54.4% | -36.9% |
| 3Y | -25.0% | +109.2% | -134.3% | -41.5% |
| 5Y | -7.4% | +102.0% | -109.4% | -28.8% |
| 10Y | +422.0% | +171.9% | +250.1% | +242.5% |
| All | +22,034.1% | +3,635.4% | +18,398.7% | +10,017.9% |
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