+293.4%
C vs CPRT
+423.6%
-130.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.6% | +2.2% | +1.4% | +2.5% |
| 30D | +0.1% | +16.6% | -16.6% | -7.6% |
| 3M | +2.4% | +9.6% | -7.2% | -3.6% |
| 6M | +24.9% | -11.1% | +36.1% | +30.2% |
| YTD | +19.8% | -13.9% | +33.7% | +26.5% |
| 1Y | +44.9% | -32.5% | +77.4% | +72.9% |
| 3Y | +263.0% | -25.0% | +288.0% | +301.4% |
| 5Y | +129.5% | -7.4% | +136.9% | +118.1% |
| All | +293.4% | +423.6% | -130.2% | +64.3% |
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 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