-34.2%
CPRT vs Z
-18.1%
-16.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +21.2% | +5.2% | +16.0% | +20.0% |
| 3M | +8.3% | -17.0% | +25.3% | +11.0% |
| 6M | -3.4% | -22.7% | +19.3% | -0.5% |
| YTD | -18.7% | -56.3% | +37.6% | -10.2% |
| 1Y | -23.5% | -57.7% | +34.1% | -15.3% |
| 3Y | -34.2% | -16.5% | -17.6% | -31.8% |
| All | -34.2% | -18.1% | -16.0% | -31.8% |
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