+124.3%
COF vs CPRT
-27.3%
+151.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | -1.2% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -1.4% | +9.9% | -11.3% | -5.6% |
| 3M | +19.0% | +5.6% | +13.4% | +15.3% |
| 6M | +14.9% | -13.6% | +28.5% | +22.2% |
| YTD | -10.7% | -16.7% | +6.0% | -3.7% |
| 1Y | -1.3% | -33.1% | +31.8% | +18.8% |
| 3Y | +124.3% | -27.1% | +151.4% | +168.2% |
| All | +124.3% | -27.3% | +151.6% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling