+412.4%
CPRT vs Z
-5.7%
+418.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -0.4% | -7.1% | +6.7% | +1.0% |
| 30D | +8.2% | -4.8% | +13.0% | +9.1% |
| 3M | +2.3% | -9.3% | +11.6% | +3.8% |
| 6M | -14.7% | -29.0% | +14.2% | -9.7% |
| YTD | -18.2% | -52.9% | +34.7% | -6.7% |
| 1Y | -33.4% | -63.1% | +29.8% | -20.7% |
| 3Y | -28.3% | -36.9% | +8.5% | -26.2% |
| 5Y | -9.8% | -65.5% | +55.7% | -2.2% |
| 10Y | +412.4% | -3.9% | +416.2% | +311.7% |
| All | +412.4% | -5.7% | +418.1% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling