+216.9%
B vs CPRT
+370.9%
-153.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -6.2% | -1.5% | -4.7% | -6.0% |
| 30D | -6.6% | +21.3% | -27.9% | -8.8% |
| 3M | -7.9% | +10.4% | -18.2% | -9.0% |
| 6M | -16.8% | -4.3% | -12.5% | -16.6% |
| YTD | -11.7% | -18.3% | +6.6% | -9.9% |
| 1Y | +3.5% | -22.5% | +26.0% | +6.1% |
| 3Y | +165.7% | -34.3% | +200.1% | +176.5% |
| 5Y | +108.4% | -17.8% | +126.2% | +108.7% |
| All | +216.9% | +370.9% | -153.9% | +215.7% |
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