+242.0%
COF vs CPRT
+380.0%
-138.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.2% |
| 7D | -5.1% | -11.2% | +6.0% | +1.9% |
| 30D | -6.0% | +3.3% | -9.3% | -8.6% |
| 3M | +14.8% | -3.6% | +18.4% | +15.3% |
| 6M | +15.3% | -15.8% | +31.1% | +25.7% |
| YTD | -13.0% | -23.5% | +10.5% | +0.2% |
| 1Y | -5.7% | -38.8% | +33.0% | +25.0% |
| 3Y | +118.1% | -33.4% | +151.6% | +166.7% |
| 5Y | +46.2% | -16.4% | +62.6% | +48.5% |
| All | +242.0% | +380.0% | -138.0% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling