+2,793.8%
ASX vs CPRT
+5,608.2%
-2,814.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.4% | -20.3% | -20.6% |
| 7D | -33.3% | +9.9% | -43.2% | -35.5% |
| 30D | -36.5% | +21.1% | -57.6% | -40.8% |
| 3M | -19.2% | +12.3% | -31.5% | -23.6% |
| 6M | -10.2% | -2.0% | -8.2% | -12.4% |
| YTD | +86.5% | -17.0% | +103.5% | +91.6% |
| 1Y | +89.6% | -22.5% | +112.2% | +99.4% |
| 3Y | +298.6% | -29.3% | +327.9% | +328.9% |
| 5Y | +414.3% | -15.6% | +429.8% | +420.0% |
| 10Y | +711.1% | +411.6% | +299.5% | +360.1% |
| All | +2,793.8% | +5,608.2% | -2,814.4% | +920.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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