-33.1%
CPRT vs S
+4.5%
-37.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -3.1% |
| 7D | +0.4% | -5.8% | +6.2% | +1.0% |
| 30D | +9.9% | -9.2% | +19.1% | +10.4% |
| 3M | +5.6% | +23.4% | -17.7% | +1.5% |
| 6M | -13.6% | +36.9% | -50.5% | -18.9% |
| YTD | -16.7% | +29.5% | -46.3% | -21.8% |
| 1Y | -33.1% | +5.4% | -38.6% | -35.9% |
| All | -33.1% | +4.5% | -37.6% | -35.9% |
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