-46.2%
CPRT vs MULL
+2,366.2%
-2,412.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | -4.0% |
| 7D | -8.4% | +3.6% | -12.0% | -8.4% |
| 30D | +4.6% | +22.0% | -17.4% | +4.8% |
| 3M | -1.9% | -8.6% | +6.7% | -2.1% |
| 6M | -15.3% | +248.5% | -263.8% | -18.5% |
| YTD | -21.5% | +516.3% | -537.7% | -26.7% |
| 1Y | -36.6% | +2,036.6% | -2,073.3% | -45.7% |
| All | -46.2% | +2,366.2% | -2,412.4% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling