+128.7%
CPRT vs REPL
-6.0%
+134.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | +2.2% | -3.0% | +5.2% | +2.3% |
| 30D | +16.6% | +27.1% | -10.5% | +15.5% |
| 3M | +9.6% | +52.4% | -42.8% | +6.2% |
| 6M | -11.1% | +107.4% | -118.6% | -18.6% |
| YTD | -13.9% | +54.7% | -68.6% | -20.1% |
| 1Y | -32.5% | +158.9% | -191.4% | -41.1% |
| 3Y | -25.0% | -23.7% | -1.3% | -36.9% |
| 5Y | -7.4% | -54.3% | +47.0% | -20.4% |
| All | +128.7% | -6.0% | +134.7% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling