+208.6%
B vs CPRT
+382.0%
-173.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.0% |
| 7D | +7.1% | +4.0% | +3.1% | +6.7% |
| 30D | -3.3% | +18.2% | -21.6% | -5.3% |
| 3M | -2.5% | +9.2% | -11.7% | -3.6% |
| 6M | -7.2% | -4.8% | -2.4% | -7.0% |
| YTD | -7.4% | -17.5% | +10.1% | -5.7% |
| 1Y | +16.4% | -22.0% | +38.4% | +19.3% |
| 3Y | +178.7% | -33.7% | +212.4% | +189.6% |
| 5Y | +121.7% | -15.0% | +136.7% | +121.1% |
| 10Y | +208.6% | +385.2% | -176.6% | +225.9% |
| All | +208.6% | +382.0% | -173.4% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling