+219.8%
C vs CPRT
-30.7%
+250.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | -5.4% | +18.8% | -24.2% | -9.3% |
| 3M | -9.2% | +9.4% | -18.6% | -11.8% |
| 6M | -1.8% | -4.4% | +2.6% | -0.5% |
| YTD | +6.7% | -17.1% | +23.8% | +14.3% |
| 1Y | +23.5% | -19.9% | +43.4% | +34.0% |
| 3Y | +219.8% | -30.5% | +250.3% | +287.5% |
| All | +219.8% | -30.7% | +250.5% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling