+214.8%
B vs CPRT
+368.4%
-153.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -7.3% | -0.4% | -6.9% | -7.3% |
| 30D | -3.3% | +21.2% | -24.5% | -5.6% |
| 3M | -7.8% | +8.3% | -16.1% | -8.7% |
| 6M | -15.5% | -3.4% | -12.2% | -15.5% |
| YTD | -12.3% | -18.7% | +6.4% | -10.5% |
| 1Y | +5.4% | -23.5% | +28.9% | +8.2% |
| 3Y | +165.5% | -34.2% | +199.7% | +176.3% |
| 5Y | +107.0% | -18.2% | +125.2% | +107.5% |
| All | +214.8% | +368.4% | -153.6% | +213.8% |
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