-32.5%
CPRT vs RUN
-46.2%
+13.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.4% |
| 7D | +2.2% | +1.3% | +1.0% | +2.2% |
| 30D | +16.6% | -15.3% | +31.9% | +16.8% |
| 3M | +9.6% | -40.0% | +49.6% | +9.9% |
| 6M | -11.1% | -27.0% | +15.8% | -10.8% |
| YTD | -13.9% | -51.7% | +37.8% | -13.8% |
| 1Y | -32.5% | -45.9% | +13.4% | -31.3% |
| All | -32.5% | -46.2% | +13.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling