+2,749.2%
CPRT vs VALE
+1,654.5%
+1,094.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +21.4% | -15.6% | +37.0% | +25.0% |
| 3M | +10.4% | -19.5% | +29.9% | +14.4% |
| 6M | -4.3% | -31.9% | +27.6% | +1.9% |
| YTD | -18.3% | -11.0% | -7.3% | -17.7% |
| 1Y | -22.5% | -2.1% | -20.4% | -23.4% |
| 3Y | -34.3% | +1.4% | -35.7% | -36.4% |
| 5Y | -17.8% | +36.2% | -53.9% | -27.1% |
| 10Y | +373.5% | +206.4% | +167.0% | +234.0% |
| All | +2,749.2% | +1,654.5% | +1,094.7% | +786.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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