+5,862.8%
COF vs CPRT
+18,397.8%
-12,535.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.8% | +2.2% | -0.4% | +1.1% |
| 30D | -0.6% | +16.6% | -17.2% | -5.6% |
| 3M | +20.3% | +9.6% | +10.7% | +16.1% |
| 6M | +13.0% | -11.1% | +24.1% | +16.4% |
| YTD | -8.3% | -13.9% | +5.5% | -4.9% |
| 1Y | -1.5% | -32.5% | +31.1% | +10.3% |
| 3Y | +122.3% | -25.0% | +147.3% | +139.7% |
| 5Y | +52.5% | -7.4% | +59.9% | +53.7% |
| 10Y | +264.9% | +422.0% | -157.1% | +132.0% |
| All | +5,862.8% | +18,397.8% | -12,535.0% | +1,886.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling