+22,034.1%
CPRT vs RF
+582.8%
+21,451.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +16.6% | -3.6% | +20.2% | +17.4% |
| 3M | +9.6% | +8.1% | +1.5% | +7.9% |
| 6M | -11.1% | +11.5% | -22.6% | -13.1% |
| YTD | -13.9% | +15.6% | -29.4% | -16.4% |
| 1Y | -32.5% | +15.7% | -48.2% | -34.6% |
| 3Y | -25.0% | +86.9% | -111.9% | -34.1% |
| 5Y | -7.4% | +89.8% | -97.2% | -19.5% |
| 10Y | +422.0% | +344.7% | +77.3% | +278.1% |
| All | +22,034.1% | +582.8% | +21,451.3% | +11,744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling