+363.9%
CPRT vs RF
+219.4%
+144.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.5% | +0.4% | -1.8% | -1.6% |
| 30D | +21.4% | +5.6% | +15.8% | +19.4% |
| 3M | +10.4% | -8.9% | +19.2% | +13.6% |
| 6M | -4.3% | +7.1% | -11.4% | -6.7% |
| YTD | -18.3% | +8.3% | -26.6% | -20.8% |
| 1Y | -22.5% | +16.8% | -39.3% | -26.7% |
| 3Y | -34.3% | +115.0% | -149.3% | -49.9% |
| 5Y | -17.8% | +46.4% | -64.2% | -30.6% |
| All | +363.9% | +219.4% | +144.5% | +179.8% |
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