+1,362.3%
CPRT vs MXL
+270.5%
+1,091.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.0% | -9.3% | -4.0% |
| 7D | +0.4% | +15.5% | -15.1% | -1.3% |
| 30D | +9.9% | -11.3% | +21.2% | +10.9% |
| 3M | +5.6% | -16.1% | +21.7% | +4.0% |
| 6M | -13.6% | +323.0% | -336.6% | -36.0% |
| YTD | -16.7% | +281.5% | -298.3% | -37.6% |
| 1Y | -33.1% | +319.3% | -352.4% | -51.2% |
| 3Y | -27.1% | +189.4% | -216.4% | -48.5% |
| 5Y | -9.9% | +26.0% | -35.9% | -29.1% |
| 10Y | +415.3% | +243.5% | +171.8% | +215.3% |
| All | +1,362.3% | +270.5% | +1,091.8% | +724.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling