-15.9%
CPRT vs Z
-55.0%
+39.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.7% |
| 7D | +1.6% | -5.2% | +6.8% | +2.6% |
| 30D | +18.8% | +5.7% | +13.1% | +17.1% |
| 3M | +9.4% | -8.7% | +18.2% | +10.9% |
| 6M | -4.4% | -26.0% | +21.6% | +0.8% |
| YTD | -17.1% | -55.0% | +37.9% | -4.1% |
| 1Y | -19.9% | -58.0% | +38.1% | -6.3% |
| 3Y | -30.5% | -15.2% | -15.3% | -34.4% |
| 5Y | -15.9% | -53.8% | +37.9% | -14.8% |
| All | -15.9% | -55.0% | +39.1% | -14.8% |
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 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