+166.1%
B vs CPRT
-30.7%
+196.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.8% |
| 7D | +9.6% | +6.0% | +3.6% | +8.8% |
| 30D | +3.5% | +20.0% | -16.5% | +1.1% |
| 3M | -1.6% | +10.1% | -11.7% | -2.6% |
| 6M | -1.7% | -4.3% | +2.6% | -1.3% |
| YTD | -5.3% | -18.4% | +13.1% | -3.2% |
| 1Y | +27.2% | -20.1% | +47.3% | +30.2% |
| 3Y | +166.1% | -30.4% | +196.5% | +176.0% |
| All | +166.1% | -30.7% | +196.8% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling