-4.6%
CARR vs CPRT
-31.2%
+26.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | -8.7% | +16.6% | -25.4% | -9.8% |
| 3M | -12.6% | +9.6% | -22.2% | -13.0% |
| 6M | -1.5% | -11.1% | +9.6% | +2.9% |
| YTD | +14.3% | -13.9% | +28.2% | +20.3% |
| 1Y | -4.6% | -32.5% | +27.9% | 0.0% |
| All | -4.6% | -31.2% | +26.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling