+94.7%
COF vs CPRT
-34.3%
+129.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | +0.4% | +21.2% | -20.8% | -6.9% |
| 3M | -12.5% | +8.3% | -20.8% | -16.0% |
| 6M | +8.3% | -3.4% | +11.7% | +8.7% |
| YTD | -18.6% | -18.7% | +0.1% | -11.4% |
| 1Y | -8.6% | -23.5% | +14.9% | +2.5% |
| 3Y | +94.7% | -34.2% | +128.8% | +146.1% |
| All | +94.7% | -34.3% | +129.0% | +146.1% |
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 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