+642.1%
CPRT vs RUN
-31.9%
+674.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +2.2% | +1.3% | +1.0% | +2.1% |
| 30D | +16.6% | -15.3% | +31.9% | +18.2% |
| 3M | +9.6% | -40.0% | +49.6% | +14.1% |
| 6M | -11.1% | -27.0% | +15.8% | -9.5% |
| YTD | -13.9% | -51.7% | +37.8% | -10.1% |
| 1Y | -32.5% | -45.9% | +13.4% | -31.0% |
| 3Y | -25.0% | -43.8% | +18.7% | -32.4% |
| 5Y | -7.4% | -80.5% | +73.1% | -10.9% |
| 10Y | +422.0% | +45.3% | +376.7% | +278.0% |
| All | +642.1% | -31.9% | +674.0% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling