+200.5%
B vs CPRT
+399.1%
-198.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.7% | +4.0% |
| 7D | +11.3% | +1.6% | +9.7% | +11.1% |
| 30D | +2.9% | +18.8% | -15.8% | +0.8% |
| 3M | -2.9% | +9.4% | -12.3% | -4.0% |
| 6M | -1.2% | -4.4% | +3.2% | -1.0% |
| YTD | -1.3% | -17.1% | +15.8% | +0.4% |
| 1Y | +30.4% | -19.9% | +50.3% | +33.2% |
| 3Y | +195.3% | -30.5% | +225.8% | +205.0% |
| 5Y | +146.2% | -15.9% | +162.1% | +145.9% |
| 10Y | +200.5% | +386.7% | -186.2% | +213.3% |
| All | +200.5% | +399.1% | -198.7% | +213.3% |
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