+325.1%
COP vs CPRT
+411.2%
-86.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | +15.6% | +9.9% | +5.7% | +11.4% |
| 3M | +14.3% | +5.6% | +8.7% | +11.0% |
| 6M | +17.0% | -13.6% | +30.6% | +22.0% |
| YTD | +47.4% | -16.7% | +64.2% | +55.4% |
| 1Y | +52.4% | -33.1% | +85.5% | +74.5% |
| 3Y | +20.8% | -27.1% | +47.9% | +30.1% |
| 5Y | +191.7% | -9.9% | +201.5% | +177.5% |
| 10Y | +325.1% | +415.3% | -90.2% | +98.4% |
| All | +325.1% | +411.2% | -86.1% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling