-5.9%
COF vs CPRT
-35.8%
+29.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.8% |
| 7D | -6.1% | -8.4% | +2.4% | -4.1% |
| 30D | -5.2% | +4.6% | -9.8% | -6.6% |
| 3M | +17.0% | -1.9% | +19.0% | +16.9% |
| 6M | +12.9% | -15.3% | +28.2% | +17.9% |
| YTD | -13.5% | -21.5% | +7.9% | -8.2% |
| 1Y | -5.9% | -36.6% | +30.8% | -0.3% |
| All | -5.9% | -35.8% | +29.9% | -0.3% |
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 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