-28.8%
CPRT vs RUN
-37.3%
+8.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -1.6% |
| 7D | -0.4% | -1.8% | +1.4% | -0.4% |
| 30D | +8.2% | -10.8% | +19.1% | +8.5% |
| 3M | +2.3% | -30.2% | +32.5% | +3.0% |
| 6M | -14.7% | -22.3% | +7.6% | -14.4% |
| YTD | -18.2% | -52.2% | +34.0% | -17.3% |
| 1Y | -33.4% | -45.1% | +11.7% | -33.0% |
| All | -28.8% | -37.3% | +8.5% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling