-23.9%
CPRT vs MULL
+444.9%
-468.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -13.8% | +18.8% | +4.3% |
| 7D | +12.6% | -35.9% | +48.5% | +10.5% |
| 30D | +18.0% | -47.3% | +65.3% | +15.0% |
| 3M | +11.0% | -30.6% | +41.5% | +10.0% |
| 6M | -2.0% | +13.7% | -15.7% | +0.4% |
| YTD | -16.7% | +272.1% | -288.8% | -10.9% |
| 1Y | -23.9% | +475.1% | -498.9% | -17.0% |
| All | -23.9% | +444.9% | -468.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling