+163.7%
B vs CPRT
+22,620.0%
-22,456.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +9.6% | +6.0% | +3.6% | +9.1% |
| 30D | +3.5% | +20.0% | -16.5% | +2.1% |
| 3M | -1.6% | +10.1% | -11.7% | -2.3% |
| 6M | -1.7% | -4.3% | +2.6% | -1.6% |
| YTD | -5.3% | -18.4% | +13.1% | -4.2% |
| 1Y | +27.2% | -20.1% | +47.3% | +28.9% |
| 3Y | +166.1% | -30.4% | +196.5% | +171.5% |
| 5Y | +136.5% | -17.0% | +153.5% | +137.0% |
| 10Y | +172.2% | +403.2% | -231.0% | +139.9% |
| All | +163.7% | +22,620.0% | -22,456.3% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling