-34.2%
CPRT vs S
+41.6%
-75.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.4% | +2.0% | -2.4% | -0.7% |
| 30D | +21.2% | -2.7% | +23.9% | +21.1% |
| 3M | +8.3% | -6.9% | +15.2% | +8.3% |
| 6M | -3.4% | +38.1% | -41.4% | -9.2% |
| YTD | -18.7% | +48.0% | -66.7% | -24.9% |
| 1Y | -23.5% | +34.5% | -58.0% | -28.6% |
| 3Y | -34.2% | +38.3% | -72.5% | -33.8% |
| All | -34.2% | +41.6% | -75.7% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling