-9.9%
CPRT vs Z
-67.0%
+57.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -2.1% |
| 7D | +0.4% | -3.3% | +3.7% | +1.0% |
| 30D | +9.9% | -3.7% | +13.6% | +10.5% |
| 3M | +5.6% | -7.0% | +12.6% | +6.6% |
| 6M | -13.6% | -29.5% | +15.9% | -8.6% |
| YTD | -16.7% | -52.6% | +35.8% | -5.6% |
| 1Y | -33.1% | -64.0% | +30.9% | -20.4% |
| 3Y | -27.1% | -36.4% | +9.4% | -25.2% |
| 5Y | -9.9% | -65.8% | +55.9% | -12.4% |
| All | -9.9% | -67.0% | +57.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling