+52.4%
COP vs CPRT
-33.0%
+85.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.6% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +15.6% | +9.9% | +5.7% | +15.6% |
| 3M | +14.3% | +5.6% | +8.7% | +15.0% |
| 6M | +17.0% | -13.6% | +30.6% | +20.4% |
| YTD | +47.4% | -16.7% | +64.2% | +51.7% |
| 1Y | +52.4% | -33.1% | +85.5% | +56.6% |
| All | +52.4% | -33.0% | +85.4% | +56.6% |
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