+20,905.1%
CPRT vs MTB
+3,323.0%
+17,582.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +21.4% | +0.8% | +20.5% | +21.1% |
| 3M | +10.4% | -12.8% | +23.1% | +14.9% |
| 6M | -4.3% | +6.7% | -11.0% | -6.4% |
| YTD | -18.3% | +11.3% | -29.6% | -21.2% |
| 1Y | -22.5% | +20.2% | -42.6% | -27.1% |
| 3Y | -34.3% | +103.8% | -138.1% | -48.3% |
| 5Y | -17.8% | +60.9% | -78.6% | -32.1% |
| 10Y | +373.5% | +115.0% | +258.5% | +233.7% |
| All | +20,905.1% | +3,323.0% | +17,582.1% | +9,757.9% |
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