+624.1%
CPRT vs RACE
+658.9%
-34.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +6.0% | +5.1% | +1.0% | +4.0% |
| 30D | +20.0% | +7.7% | +12.3% | +16.6% |
| 3M | +10.1% | +2.2% | +8.0% | +9.1% |
| 6M | -4.3% | +23.8% | -28.1% | -12.6% |
| YTD | -18.4% | +13.9% | -32.3% | -23.7% |
| 1Y | -20.1% | +3.8% | -23.9% | -22.5% |
| 3Y | -30.4% | +28.0% | -58.4% | -41.0% |
| 5Y | -17.0% | +64.9% | -81.9% | -38.4% |
| 10Y | +403.2% | +780.4% | -377.1% | +130.0% |
| All | +624.1% | +658.9% | -34.8% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling