+27.2%
CB vs CPRT
-22.3%
+49.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | +7.4% | +21.4% | -14.0% | +4.9% |
| 3M | +8.6% | +10.4% | -1.8% | +6.8% |
| 6M | +16.1% | -4.3% | +20.5% | +15.6% |
| YTD | +20.2% | -18.3% | +38.5% | +19.6% |
| 1Y | +27.2% | -22.5% | +49.7% | +25.7% |
| All | +27.2% | -22.3% | +49.5% | +25.7% |
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