-18.7%
CPRT vs RF
+47.5%
-66.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.9% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | +21.2% | +7.3% | +13.8% | +18.5% |
| 3M | +8.3% | -7.9% | +16.2% | +11.1% |
| 6M | -3.4% | +10.5% | -13.9% | -6.8% |
| YTD | -18.7% | +9.6% | -28.3% | -21.6% |
| 1Y | -23.5% | +20.3% | -43.8% | -28.6% |
| 3Y | -34.2% | +119.5% | -153.7% | -50.8% |
| All | -18.7% | +47.5% | -66.1% | -30.1% |
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