-20.1%
CPRT vs REPL
+152.6%
-172.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -1.5% |
| 7D | +6.0% | +22.8% | -16.7% | +6.4% |
| 30D | +20.0% | +63.8% | -43.8% | +21.1% |
| 3M | +10.1% | +68.1% | -58.0% | +11.3% |
| 6M | -4.3% | +528.5% | -532.8% | -0.5% |
| YTD | -18.4% | +122.4% | -140.8% | -17.2% |
| 1Y | -20.1% | +154.4% | -174.4% | -18.0% |
| All | -20.1% | +152.6% | -172.7% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling