+361.5%
CPRT vs RACE
+729.2%
-367.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -0.4% | -1.2% | +0.8% | +0.1% |
| 30D | +21.2% | +6.1% | +15.0% | +18.1% |
| 3M | +8.3% | -0.3% | +8.6% | +8.3% |
| 6M | -3.4% | +23.4% | -26.8% | -12.3% |
| YTD | -18.7% | +12.5% | -31.2% | -24.1% |
| 1Y | -23.5% | -0.5% | -23.1% | -24.7% |
| 3Y | -34.2% | +23.6% | -57.8% | -44.6% |
| 5Y | -18.2% | +65.4% | -83.6% | -42.0% |
| All | +361.5% | +729.2% | -367.7% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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