+320.3%
COP vs CPRT
+398.2%
-78.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -11.5% | +6.0% | -17.6% | -13.5% |
| 30D | +5.0% | +20.0% | -15.1% | -1.9% |
| 3M | +17.5% | +10.1% | +7.4% | +12.3% |
| 6M | +16.2% | -4.3% | +20.5% | +16.0% |
| YTD | +48.8% | -18.4% | +67.2% | +56.9% |
| 1Y | +64.1% | -20.1% | +84.2% | +74.3% |
| 3Y | +25.7% | -30.4% | +56.1% | +37.3% |
| 5Y | +114.4% | -17.0% | +131.3% | +111.6% |
| All | +320.3% | +398.2% | -78.0% | +98.1% |
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