-22.5%
CPRT vs S
+29.4%
-51.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.7% | 0.0% |
| 7D | -1.5% | +4.1% | -5.5% | -1.8% |
| 30D | +21.4% | -7.2% | +28.5% | +21.7% |
| 3M | +10.4% | 0.0% | +10.4% | +9.0% |
| 6M | -4.3% | +41.6% | -45.9% | -9.4% |
| YTD | -18.3% | +48.6% | -66.9% | -24.6% |
| 1Y | -22.5% | +30.0% | -52.5% | -28.4% |
| All | -22.5% | +29.4% | -51.9% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling