+1,441.3%
CPRT vs VRSK
+593.4%
+847.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.5% |
| 7D | -0.4% | -5.4% | +5.0% | +2.4% |
| 30D | +8.2% | -1.8% | +10.0% | +9.0% |
| 3M | +2.3% | -2.2% | +4.5% | +3.2% |
| 6M | -14.7% | -14.9% | +0.2% | -8.4% |
| YTD | -18.2% | -20.0% | +1.8% | -9.9% |
| 1Y | -33.4% | -33.1% | -0.2% | -19.6% |
| 3Y | -28.3% | -25.6% | -2.7% | -20.1% |
| 5Y | -9.8% | -10.1% | +0.3% | -10.5% |
| 10Y | +412.4% | +128.4% | +284.0% | +228.0% |
| All | +1,441.3% | +593.4% | +847.9% | +556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling