+243.0%
CB vs CPRT
+399.1%
-156.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | +6.5% | +18.8% | -12.3% | +1.3% |
| 3M | +4.1% | +9.4% | -5.3% | +0.8% |
| 6M | +14.4% | -4.4% | +18.8% | +14.8% |
| YTD | +17.5% | -17.1% | +34.6% | +22.5% |
| 1Y | +27.5% | -19.9% | +47.4% | +34.3% |
| 3Y | +71.6% | -30.5% | +102.1% | +84.6% |
| 5Y | +100.6% | -15.9% | +116.6% | +97.7% |
| 10Y | +243.0% | +386.7% | -143.7% | +109.1% |
| All | +243.0% | +399.1% | -156.1% | +109.1% |
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 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