+21,220.2%
CPRT vs RF
+537.7%
+20,682.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +9.9% | -1.6% | +11.5% | +10.3% |
| 30D | +21.1% | +5.0% | +16.1% | +20.1% |
| 3M | +12.3% | -10.0% | +22.3% | +14.5% |
| 6M | -2.0% | +3.3% | -5.3% | -2.8% |
| YTD | -17.0% | +7.9% | -25.0% | -18.4% |
| 1Y | -22.5% | +21.2% | -43.8% | -25.5% |
| 3Y | -29.3% | +105.8% | -135.1% | -38.8% |
| 5Y | -15.6% | +43.7% | -59.3% | -22.9% |
| 10Y | +411.6% | +289.4% | +122.2% | +279.3% |
| All | +21,220.2% | +537.7% | +20,682.4% | +11,456.1% |
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 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