+105.9%
C vs CPRT
-17.4%
+123.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -2.4% | +6.0% | -8.4% | -4.3% |
| 30D | -6.0% | +20.0% | -26.0% | -11.6% |
| 3M | -10.5% | +10.1% | -20.7% | -14.3% |
| 6M | -5.7% | -4.3% | -1.4% | -5.5% |
| YTD | +4.1% | -18.4% | +22.5% | +11.3% |
| 1Y | +20.5% | -20.1% | +40.6% | +29.7% |
| 3Y | +208.1% | -30.4% | +238.5% | +247.8% |
| All | +105.9% | -17.4% | +123.4% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling