+646.6%
CPRT vs Z
+25.1%
+621.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | +2.2% | -3.0% | +5.2% | +2.8% |
| 30D | +16.6% | -4.2% | +20.8% | +17.3% |
| 3M | +9.6% | -3.7% | +13.3% | +9.9% |
| 6M | -11.1% | -24.5% | +13.4% | -7.1% |
| YTD | -13.9% | -49.3% | +35.4% | -3.5% |
| 1Y | -32.5% | -58.7% | +26.2% | -21.9% |
| 3Y | -25.0% | -34.1% | +9.1% | -23.4% |
| 5Y | -7.4% | -64.5% | +57.2% | -0.3% |
| 10Y | +422.0% | -0.5% | +422.5% | +325.1% |
| All | +646.6% | +25.1% | +621.5% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling