+54.2%
COP vs CPRT
-22.0%
+76.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -6.1% | +4.0% | -10.1% | -5.9% |
| 30D | +1.1% | +18.2% | -17.1% | +1.6% |
| 3M | +10.9% | +9.2% | +1.8% | +11.3% |
| 6M | +20.8% | -4.8% | +25.6% | +22.4% |
| YTD | +48.0% | -17.5% | +65.5% | +52.0% |
| All | +54.2% | -22.0% | +76.2% | +60.6% |
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