+2.3%
CPRT vs S
-56.8%
+59.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | -7.7% | +9.9% | +3.6% |
| 30D | +16.6% | -5.3% | +22.0% | +17.2% |
| 3M | +9.6% | +20.3% | -10.7% | +5.2% |
| 6M | -11.1% | +47.4% | -58.5% | -18.2% |
| YTD | -13.9% | +32.5% | -46.4% | -19.4% |
| 1Y | -32.5% | +9.5% | -42.1% | -35.0% |
| 3Y | -25.0% | +15.5% | -40.5% | -31.4% |
| 5Y | -7.4% | -71.2% | +63.8% | -2.2% |
| All | +2.3% | -56.8% | +59.1% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling