+385.2%
CPRT vs RF
+248.4%
+136.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +4.0% | +0.3% | +3.6% | +3.9% |
| 30D | +18.2% | +6.2% | +12.1% | +16.1% |
| 3M | +9.2% | -7.8% | +17.0% | +11.9% |
| 6M | -4.8% | +5.9% | -10.8% | -6.9% |
| YTD | -17.5% | +9.0% | -26.5% | -20.2% |
| 1Y | -22.0% | +19.3% | -41.3% | -26.8% |
| 3Y | -33.7% | +116.4% | -150.2% | -49.6% |
| 5Y | -15.0% | +46.0% | -61.0% | -28.2% |
| 10Y | +385.2% | +239.8% | +145.4% | +182.3% |
| All | +385.2% | +248.4% | +136.8% | +182.3% |
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