+374.9%
CPRT vs MXL
+313.4%
+61.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | -3.4% |
| 7D | -11.2% | +18.9% | -30.0% | -12.9% |
| 30D | +3.3% | +0.3% | +3.0% | +2.9% |
| 3M | -3.6% | -8.0% | +4.5% | -5.9% |
| 6M | -15.8% | +341.2% | -357.0% | -38.6% |
| YTD | -23.5% | +327.8% | -351.3% | -44.3% |
| 1Y | -38.8% | +364.9% | -403.7% | -56.6% |
| 3Y | -33.4% | +229.2% | -262.7% | -54.9% |
| 5Y | -16.4% | +42.8% | -59.1% | -34.9% |
| All | +374.9% | +313.4% | +61.6% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling