-23.9%
CPRT vs MXL
+276.5%
-300.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -11.1% | +16.2% | +4.2% |
| 7D | +12.6% | -24.3% | +37.0% | +10.8% |
| 30D | +18.0% | -46.1% | +64.1% | +14.2% |
| 3M | +11.0% | -21.8% | +32.8% | +10.3% |
| 6M | -2.0% | -27.2% | +25.2% | -2.6% |
| YTD | -16.7% | +226.2% | -242.8% | -15.8% |
| 1Y | -23.9% | +297.0% | -320.9% | -21.0% |
| All | -23.9% | +276.5% | -300.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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