+367.2%
C vs CPRT
+23,878.7%
-23,511.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.6% | +2.2% | +1.4% | +3.0% |
| 30D | +0.1% | +16.6% | -16.6% | -4.3% |
| 3M | +2.4% | +9.6% | -7.2% | -1.0% |
| 6M | +24.9% | -11.1% | +36.1% | +27.6% |
| YTD | +19.8% | -13.9% | +33.7% | +23.4% |
| 1Y | +44.9% | -32.5% | +77.4% | +59.2% |
| 3Y | +263.0% | -25.0% | +288.0% | +285.6% |
| 5Y | +129.5% | -7.4% | +136.9% | +127.5% |
| 10Y | +291.6% | +422.0% | -130.4% | +153.8% |
| All | +367.2% | +23,878.7% | -23,511.5% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling