+200.4%
B vs CPRT
-25.5%
+226.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | +9.4% | +16.6% | -7.2% | +7.5% |
| 3M | +5.0% | +9.6% | -4.6% | +3.7% |
| 6M | -3.5% | -11.1% | +7.6% | -2.3% |
| YTD | +4.5% | -13.9% | +18.3% | +6.0% |
| 1Y | +67.8% | -32.5% | +100.3% | +75.7% |
| All | +200.4% | -25.5% | +226.0% | +208.1% |
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