-68.9%
CBRS vs CPRT
-1.4%
-67.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.3% | +8.8% |
| 7D | +0.4% | +1.6% | -1.3% | +1.7% |
| 30D | -41.1% | +18.8% | -59.9% | -34.1% |
| 3M | -57.4% | +9.4% | -66.8% | -53.0% |
| All | -68.9% | -1.4% | -67.5% | -66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling