+392.8%
CPRT vs RF
+279.4%
+113.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +6.0% | -0.9% | +7.0% | +6.4% |
| 30D | +20.0% | +6.0% | +14.0% | +17.9% |
| 3M | +10.1% | -8.9% | +19.0% | +13.3% |
| 6M | -4.3% | +2.3% | -6.7% | -5.3% |
| YTD | -18.4% | +7.6% | -25.9% | -20.7% |
| 1Y | -20.1% | +21.2% | -41.2% | -25.3% |
| 3Y | -30.4% | +108.5% | -138.9% | -46.4% |
| 5Y | -17.0% | +43.2% | -60.2% | -29.4% |
| All | +392.8% | +279.4% | +113.4% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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