-15.4%
CPRT vs RF
+45.4%
-60.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.4% | -1.3% | 0.0% | -0.9% |
| 30D | +21.5% | +4.6% | +16.8% | +19.8% |
| 3M | +9.4% | -8.4% | +17.9% | +12.5% |
| 6M | -3.3% | +8.9% | -12.2% | -6.3% |
| YTD | -17.8% | +8.8% | -26.6% | -20.6% |
| 1Y | -22.2% | +18.9% | -41.1% | -27.0% |
| 3Y | -34.0% | +116.0% | -150.0% | -50.4% |
| 5Y | -15.4% | +46.0% | -61.5% | -27.4% |
| All | -15.4% | +45.4% | -60.9% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling