+218.3%
C vs CPRT
+384.2%
-165.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -0.4% | -1.4% | +1.0% | +0.2% |
| 30D | -5.3% | +21.5% | -26.8% | -13.7% |
| 3M | -8.0% | +9.4% | -17.4% | -13.1% |
| 6M | -0.3% | -3.3% | +3.0% | -1.2% |
| YTD | +8.6% | -17.8% | +26.5% | +16.4% |
| 1Y | +25.8% | -22.2% | +48.0% | +38.4% |
| 3Y | +221.2% | -34.0% | +255.1% | +276.8% |
| 5Y | +113.6% | -15.4% | +129.0% | +112.1% |
| 10Y | +218.3% | +376.0% | -157.7% | +39.5% |
| All | +218.3% | +384.2% | -165.9% | +39.5% |
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