-2.4%
CPRT vs S
-48.3%
+45.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | +21.5% | -7.3% | +28.8% | +22.5% |
| 3M | +9.4% | +5.9% | +3.5% | +7.1% |
| 6M | -3.3% | +45.6% | -48.9% | -10.9% |
| YTD | -17.8% | +58.5% | -76.4% | -26.0% |
| 1Y | -22.2% | +37.6% | -59.8% | -28.3% |
| 3Y | -34.0% | +51.7% | -85.6% | -42.7% |
| 5Y | -15.4% | -67.5% | +52.0% | -12.6% |
| All | -2.4% | -48.3% | +45.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling