+5,156.8%
COF vs CPRT
+17,454.3%
-12,297.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -5.0% | -1.5% | -3.5% | -4.6% |
| 30D | -2.3% | +21.4% | -23.6% | -8.2% |
| 3M | -12.7% | +10.4% | -23.0% | -16.0% |
| 6M | +6.2% | -4.3% | +10.5% | +6.3% |
| YTD | -19.2% | -18.3% | -0.9% | -15.1% |
| 1Y | -11.5% | -22.5% | +11.0% | -5.5% |
| 3Y | +92.8% | -34.3% | +127.1% | +115.9% |
| 5Y | +34.3% | -17.8% | +52.1% | +39.9% |
| 10Y | +183.0% | +373.5% | -190.5% | +84.2% |
| All | +5,156.8% | +17,454.3% | -12,297.5% | +1,671.9% |
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