-18.7%
CPRT vs S
-71.1%
+52.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.4% | +2.0% | -2.4% | -0.8% |
| 30D | +21.2% | -2.7% | +23.9% | +21.1% |
| 3M | +8.3% | -6.9% | +15.2% | +8.4% |
| 6M | -3.4% | +38.1% | -41.4% | -10.4% |
| YTD | -18.7% | +48.0% | -66.7% | -26.2% |
| 1Y | -23.5% | +34.5% | -58.0% | -29.5% |
| 3Y | -34.2% | +38.3% | -72.5% | -42.3% |
| All | -18.7% | -71.1% | +52.5% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling