+218.9%
CB vs CPRT
+426.9%
-208.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | +2.2% | -1.7% | -0.2% |
| 30D | -3.1% | +16.6% | -19.7% | -7.6% |
| 3M | +9.0% | +9.6% | -0.6% | +5.5% |
| 6M | +2.9% | -11.1% | +14.0% | +5.7% |
| YTD | +10.1% | -13.9% | +24.0% | +13.9% |
| 1Y | +22.8% | -32.5% | +55.3% | +36.7% |
| 3Y | +73.8% | -25.0% | +98.8% | +82.9% |
| 5Y | +99.2% | -7.4% | +106.6% | +90.2% |
| All | +218.9% | +426.9% | -208.0% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling