+60.7%
COP vs CPRT
-24.7%
+85.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.0% | -10.2% | -5.0% |
| 7D | -8.1% | +12.6% | -20.8% | -7.9% |
| 30D | +6.7% | +18.0% | -11.3% | +6.8% |
| 3M | +16.9% | +11.0% | +5.9% | +17.0% |
| 6M | +11.2% | -2.0% | +13.2% | +12.8% |
| YTD | +49.5% | -16.7% | +66.2% | +55.5% |
| 1Y | +60.7% | -23.9% | +84.6% | +71.4% |
| All | +60.7% | -24.7% | +85.4% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling