+121.1%
CPRT vs REPL
-7.7%
+128.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.3% |
| 7D | +0.4% | -5.7% | +6.1% | +0.6% |
| 30D | +9.9% | +22.5% | -12.6% | +9.0% |
| 3M | +5.6% | +64.7% | -59.0% | +2.0% |
| 6M | -13.6% | +83.0% | -96.6% | -20.4% |
| YTD | -16.7% | +52.0% | -68.7% | -22.7% |
| 1Y | -33.1% | +144.5% | -177.7% | -41.4% |
| 3Y | -27.1% | -25.1% | -2.0% | -38.5% |
| 5Y | -9.9% | -52.9% | +43.0% | -22.9% |
| All | +121.1% | -7.7% | +128.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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