-1.1%
CPRT vs S
-57.8%
+56.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -2.9% |
| 7D | +0.4% | -5.8% | +6.2% | +1.4% |
| 30D | +9.9% | -9.2% | +19.1% | +11.2% |
| 3M | +5.6% | +23.4% | -17.7% | +1.0% |
| 6M | -13.6% | +36.9% | -50.5% | -19.5% |
| YTD | -16.7% | +29.5% | -46.3% | -21.8% |
| 1Y | -33.1% | +5.4% | -38.6% | -35.2% |
| 3Y | -27.1% | +14.7% | -41.8% | -33.1% |
| 5Y | -9.9% | -71.5% | +61.7% | -4.4% |
| All | -1.1% | -57.8% | +56.7% | +4.5% |
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