-18.7%
CPRT vs REPL
-35.0%
+16.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | +21.2% | +92.2% | -71.0% | +20.0% |
| 3M | +8.3% | +44.1% | -35.8% | +7.6% |
| 6M | -3.4% | +313.0% | -316.4% | -6.9% |
| YTD | -18.7% | +125.2% | -143.9% | -21.7% |
| 1Y | -23.5% | +143.8% | -167.3% | -26.6% |
| 3Y | -34.2% | +104.2% | -138.4% | -43.7% |
| All | -18.7% | -35.0% | +16.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling