+45.4%
COF vs CPRT
-14.1%
+59.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | +0.3% |
| 7D | -6.1% | -8.4% | +2.4% | -1.6% |
| 30D | -5.2% | +4.6% | -9.8% | -8.1% |
| 3M | +17.0% | -1.9% | +19.0% | +16.6% |
| 6M | +12.9% | -15.3% | +28.2% | +22.3% |
| YTD | -13.5% | -21.5% | +7.9% | -2.6% |
| 1Y | -5.9% | -36.6% | +30.8% | +20.5% |
| 3Y | +117.1% | -31.2% | +148.3% | +156.4% |
| 5Y | +45.4% | -14.1% | +59.5% | +32.5% |
| All | +45.4% | -14.1% | +59.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling