+637.9%
CPRT vs P
+469.1%
+168.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -2.2% |
| 7D | +6.0% | -23.8% | +29.8% | +9.8% |
| 30D | +20.0% | -36.6% | +56.6% | +27.3% |
| 3M | +10.1% | +10.9% | -0.7% | +5.5% |
| 6M | -4.3% | +30.0% | -34.3% | -12.5% |
| YTD | -18.4% | +44.4% | -62.8% | -27.6% |
| 1Y | -20.1% | +3.9% | -24.0% | -25.5% |
| 3Y | -30.4% | +176.6% | -207.0% | -50.8% |
| 5Y | -17.0% | +249.3% | -266.2% | -45.6% |
| 10Y | +403.2% | +726.9% | -323.7% | +179.1% |
| All | +637.9% | +469.1% | +168.8% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling