+216.0%
C vs CPRT
-34.3%
+250.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.2% | -0.4% | +4.5% | +4.3% |
| 30D | +2.0% | +21.2% | -19.2% | -2.6% |
| 3M | -10.1% | +8.3% | -18.4% | -12.5% |
| 6M | +1.0% | -3.4% | +4.4% | +1.6% |
| YTD | +8.5% | -18.7% | +27.2% | +16.8% |
| 1Y | +25.7% | -23.5% | +49.3% | +38.8% |
| 3Y | +216.0% | -34.2% | +250.1% | +287.7% |
| All | +216.0% | -34.3% | +250.3% | +287.7% |
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 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