+30.1%
CB vs CPRT
-23.4%
+53.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | +0.2% | +6.0% | -5.8% | -0.5% |
| 30D | +9.1% | +20.0% | -11.0% | +6.6% |
| 3M | +3.4% | +10.1% | -6.7% | +1.7% |
| 6M | +14.1% | -4.3% | +18.4% | +13.6% |
| YTD | +18.0% | -18.4% | +36.4% | +17.8% |
| 1Y | +30.1% | -20.1% | +50.2% | +30.6% |
| All | +30.1% | -23.4% | +53.5% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling