-13.9%
CPRT vs VRSK
-11.9%
-1.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | -8.4% | -7.7% | -0.7% | -5.0% |
| 30D | +4.6% | -2.8% | +7.4% | +5.8% |
| 3M | -1.9% | -3.7% | +1.8% | -0.4% |
| 6M | -15.3% | -12.8% | -2.5% | -10.4% |
| YTD | -21.5% | -21.0% | -0.5% | -13.0% |
| 1Y | -36.6% | -32.5% | -4.2% | -23.9% |
| 3Y | -31.2% | -26.5% | -4.7% | -23.9% |
| All | -13.9% | -11.9% | -1.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling