+24.0%
B vs CPRT
-20.1%
+44.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.7% | +4.0% |
| 7D | +11.3% | +1.6% | +9.7% | +11.0% |
| 30D | +2.9% | +18.8% | -15.8% | +1.1% |
| 3M | -2.9% | +9.4% | -12.3% | -3.3% |
| 6M | -1.2% | -4.4% | +3.2% | -0.8% |
| YTD | -1.3% | -17.1% | +15.8% | -1.6% |
| All | +24.0% | -20.1% | +44.1% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling