+436.5%
CARR vs CPRT
+96.0%
+340.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.4% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | -7.7% | +9.9% | -17.6% | -11.8% |
| 3M | -11.9% | +5.6% | -17.6% | -15.1% |
| 6M | +2.0% | -13.6% | +15.6% | +7.7% |
| YTD | +13.2% | -16.7% | +29.9% | +21.1% |
| 1Y | -8.5% | -33.1% | +24.6% | +8.9% |
| 3Y | +5.0% | -27.1% | +32.0% | +18.2% |
| 5Y | +12.0% | -9.9% | +21.8% | +9.9% |
| All | +436.5% | +96.0% | +340.5% | +354.3% |
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