+207.0%
C vs CPRT
+368.4%
-161.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.2% | -0.4% | +4.5% | +4.3% |
| 30D | +2.0% | +21.2% | -19.2% | -6.9% |
| 3M | -10.1% | +8.3% | -18.4% | -14.7% |
| 6M | +1.0% | -3.4% | +4.4% | 0.0% |
| YTD | +8.5% | -18.7% | +27.2% | +16.7% |
| 1Y | +25.7% | -23.5% | +49.3% | +39.4% |
| 3Y | +216.0% | -34.2% | +250.1% | +270.9% |
| 5Y | +112.3% | -18.2% | +130.5% | +114.7% |
| All | +207.0% | +368.4% | -161.4% | +38.7% |
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