-24.4%
CPRT vs Z
-32.8%
+8.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +2.2% | -3.0% | +5.2% | +2.7% |
| 30D | +16.6% | -4.2% | +20.8% | +17.2% |
| 3M | +9.6% | -3.7% | +13.3% | +9.7% |
| 6M | -11.1% | -24.5% | +13.4% | -8.3% |
| YTD | -13.9% | -49.3% | +35.4% | -6.5% |
| 1Y | -32.5% | -58.7% | +26.2% | -24.9% |
| All | -24.4% | -32.8% | +8.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling