-1.8%
CARR vs CPRT
-24.7%
+23.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.1% |
| 7D | -0.7% | +12.6% | -13.3% | -1.6% |
| 30D | +0.3% | +18.0% | -17.7% | -1.1% |
| 3M | -14.9% | +11.0% | -25.9% | -15.6% |
| 6M | -14.9% | -2.0% | -12.8% | -13.9% |
| YTD | +7.0% | -16.7% | +23.7% | +13.1% |
| 1Y | -1.8% | -23.9% | +22.1% | +5.4% |
| All | -1.8% | -24.7% | +23.0% | +5.4% |
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 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