-38.8%
CPRT vs VRSK
-32.3%
-6.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -11.2% | -5.2% | -6.0% | -9.7% |
| 30D | +3.3% | -2.3% | +5.6% | +4.0% |
| 3M | -3.6% | -2.9% | -0.7% | -2.3% |
| 6M | -15.8% | -12.8% | -3.0% | -12.8% |
| YTD | -23.5% | -20.8% | -2.7% | -17.1% |
| 1Y | -38.8% | -33.2% | -5.5% | -28.7% |
| All | -38.8% | -32.3% | -6.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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