+604.3%
CPRT vs RUN
-34.8%
+639.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.5% | 0.0% |
| 7D | -1.5% | -13.7% | +12.2% | -0.3% |
| 30D | +21.4% | +9.4% | +12.0% | +20.0% |
| 3M | +10.4% | -13.4% | +23.8% | +11.3% |
| 6M | -4.3% | -39.6% | +35.3% | -0.9% |
| YTD | -18.3% | -53.7% | +35.4% | -14.7% |
| 1Y | -22.5% | -56.2% | +33.7% | -18.9% |
| 3Y | -34.3% | -9.7% | -24.6% | -44.2% |
| 5Y | -17.8% | -85.5% | +67.7% | -18.0% |
| 10Y | +373.5% | +66.7% | +306.7% | +241.1% |
| All | +604.3% | -34.8% | +639.0% | +415.6% |
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