-32.5%
CBRS vs CPRT
+2.5%
-35.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.6% |
| 7D | +17.3% | +2.2% | +15.1% | +18.9% |
| 30D | -2.0% | +16.6% | -18.6% | +13.7% |
| 3M | -2.5% | +9.6% | -12.1% | +9.8% |
| All | -32.5% | +2.5% | -35.0% | -24.7% |
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 · Available span rolling