+608.0%
CPRT vs RUN
-30.6%
+638.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.8% |
| 7D | -1.4% | +3.2% | -4.6% | -1.8% |
| 30D | +21.5% | +19.5% | +2.0% | +19.2% |
| 3M | +9.4% | -9.6% | +19.0% | +9.9% |
| 6M | -3.3% | -37.3% | +34.0% | -0.2% |
| YTD | -17.8% | -50.7% | +32.9% | -14.7% |
| 1Y | -22.2% | -54.1% | +31.9% | -18.9% |
| 3Y | -34.0% | -3.9% | -30.1% | -44.2% |
| 5Y | -15.4% | -84.4% | +68.9% | -16.3% |
| 10Y | +376.0% | +77.5% | +298.5% | +241.0% |
| All | +608.0% | -30.6% | +638.6% | +415.5% |
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