-25.4%
CPRT vs RACE
+36.9%
-62.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | +2.2% | -2.5% | +4.7% | +2.9% |
| 30D | +16.6% | +0.8% | +15.9% | +16.5% |
| 3M | +9.6% | +17.2% | -7.6% | +5.1% |
| 6M | -11.1% | +13.6% | -24.7% | -14.4% |
| YTD | -13.9% | +12.2% | -26.1% | -17.1% |
| 1Y | -32.5% | -16.3% | -16.3% | -29.7% |
| All | -25.4% | +36.9% | -62.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling