+220.1%
C vs CPRT
+399.1%
-179.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.7% |
| 7D | -0.9% | +1.6% | -2.5% | -1.7% |
| 30D | -5.4% | +18.8% | -24.2% | -12.9% |
| 3M | -9.2% | +9.4% | -18.6% | -14.2% |
| 6M | -1.8% | -4.4% | +2.6% | -2.2% |
| YTD | +6.7% | -17.1% | +23.8% | +13.8% |
| 1Y | +23.5% | -19.9% | +43.4% | +33.9% |
| 3Y | +219.8% | -30.5% | +250.3% | +265.0% |
| 5Y | +112.4% | -15.9% | +128.3% | +111.9% |
| 10Y | +220.1% | +386.7% | -166.6% | +42.2% |
| All | +220.1% | +399.1% | -179.0% | +42.2% |
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