+7.7%
CARR vs CPRT
-14.1%
+21.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.3% |
| 7D | -4.1% | -8.4% | +4.3% | 0.0% |
| 30D | -11.0% | +4.6% | -15.6% | -13.4% |
| 3M | -16.4% | -1.9% | -14.4% | -16.8% |
| 6M | -2.4% | -15.3% | +12.9% | +4.8% |
| YTD | +8.4% | -21.5% | +29.9% | +20.9% |
| 1Y | -8.0% | -36.6% | +28.6% | +16.3% |
| 3Y | +0.6% | -31.2% | +31.8% | +17.1% |
| 5Y | +7.7% | -14.1% | +21.9% | +2.1% |
| All | +7.7% | -14.1% | +21.8% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling