+306.1%
C vs CPRT
+22,620.0%
-22,313.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -2.4% | +6.0% | -8.4% | -4.0% |
| 30D | -6.0% | +20.0% | -26.0% | -10.7% |
| 3M | -10.5% | +10.1% | -20.7% | -13.5% |
| 6M | -5.7% | -4.3% | -1.4% | -6.0% |
| YTD | +4.1% | -18.4% | +22.5% | +8.3% |
| 1Y | +20.5% | -20.1% | +40.6% | +25.9% |
| 3Y | +208.1% | -30.4% | +238.5% | +232.5% |
| 5Y | +110.4% | -17.0% | +127.4% | +114.1% |
| 10Y | +234.6% | +403.2% | -168.6% | +118.2% |
| All | +306.1% | +22,620.0% | -22,313.9% | +49.6% |
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