+27.2%
CB vs CPRT
-20.1%
+47.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | +6.5% | +18.8% | -12.3% | +4.3% |
| 3M | +4.1% | +9.4% | -5.3% | +2.5% |
| 6M | +14.4% | -4.4% | +18.8% | +13.8% |
| YTD | +17.5% | -17.1% | +34.6% | +16.7% |
| All | +27.2% | -20.1% | +47.4% | +27.8% |
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