+7,647.3%
CB vs CPRT
+22,996.9%
-15,349.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +2.6% | +9.9% | -7.3% | +0.6% |
| 30D | +11.2% | +21.1% | -9.9% | +6.9% |
| 3M | +5.7% | +12.3% | -6.6% | +2.8% |
| 6M | +15.9% | -2.0% | +17.9% | +15.6% |
| YTD | +20.2% | -17.0% | +37.2% | +23.6% |
| 1Y | +32.4% | -22.5% | +54.9% | +38.0% |
| 3Y | +75.5% | -29.3% | +104.8% | +84.5% |
| 5Y | +105.5% | -15.6% | +121.1% | +105.7% |
| 10Y | +258.5% | +411.6% | -153.1% | +149.7% |
| All | +7,647.3% | +22,996.9% | -15,349.6% | +2,908.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling