-25.4%
CPRT vs REPL
-22.6%
-2.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.2% |
| 30D | +16.6% | +27.1% | -10.5% | +16.7% |
| 3M | +9.6% | +52.4% | -42.8% | +9.8% |
| 6M | -11.1% | +107.4% | -118.6% | -11.7% |
| YTD | -13.9% | +54.7% | -68.6% | -14.1% |
| 1Y | -32.5% | +158.9% | -191.4% | -33.7% |
| All | -25.4% | -22.6% | -2.8% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling