+2.4%
CARR vs CPRT
-28.6%
+31.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -8.7% | +8.2% | -16.9% | -11.4% |
| 3M | -18.4% | +2.3% | -20.7% | -19.5% |
| 6M | -0.6% | -14.7% | +14.1% | +6.1% |
| YTD | +10.9% | -18.2% | +29.1% | +20.4% |
| 1Y | -7.3% | -33.4% | +26.1% | +11.7% |
| All | +2.4% | -28.6% | +31.0% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling