+386.7%
CPRT vs Z
-11.7%
+398.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.8% |
| 7D | +1.6% | -5.2% | +6.8% | +2.5% |
| 30D | +18.8% | +5.7% | +13.1% | +17.3% |
| 3M | +9.4% | -8.7% | +18.2% | +10.8% |
| 6M | -4.4% | -26.0% | +21.6% | +0.5% |
| YTD | -17.1% | -55.0% | +37.9% | -5.0% |
| 1Y | -19.9% | -58.0% | +38.1% | -7.2% |
| 3Y | -30.5% | -15.2% | -15.3% | -32.7% |
| 5Y | -15.9% | -53.8% | +37.9% | -12.6% |
| 10Y | +386.7% | -14.5% | +401.2% | +302.4% |
| All | +386.7% | -11.7% | +398.4% | +302.4% |
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