+386.7%
CPRT vs P
+748.5%
-361.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +0.5% |
| 7D | +1.6% | -9.6% | +11.2% | +2.9% |
| 30D | +18.8% | -33.4% | +52.2% | +25.8% |
| 3M | +9.4% | +14.2% | -4.8% | +3.9% |
| 6M | -4.4% | +31.6% | -36.0% | -13.5% |
| YTD | -17.1% | +53.5% | -70.6% | -28.2% |
| 1Y | -19.9% | +14.2% | -34.1% | -27.3% |
| 3Y | -30.5% | +190.5% | -221.0% | -53.7% |
| 5Y | -15.9% | +256.3% | -272.3% | -48.7% |
| 10Y | +386.7% | +707.9% | -321.2% | +135.9% |
| All | +386.7% | +748.5% | -361.8% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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