+222.7%
B vs CPRT
+384.2%
-161.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | -4.3% | +21.5% | -25.8% | -6.6% |
| 3M | -2.3% | +9.4% | -11.7% | -3.4% |
| 6M | -16.2% | -3.3% | -12.9% | -16.1% |
| YTD | -8.8% | -17.8% | +9.0% | -7.1% |
| 1Y | +11.4% | -22.2% | +33.5% | +14.1% |
| 3Y | +174.3% | -34.0% | +208.3% | +185.2% |
| 5Y | +116.2% | -15.4% | +131.6% | +115.8% |
| 10Y | +222.7% | +376.0% | -153.2% | +226.8% |
| All | +222.7% | +384.2% | -161.5% | +226.8% |
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