+132.2%
COP vs CPRT
-18.6%
+150.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | -0.4% | +4.8% | +4.4% |
| 30D | 0.0% | +21.2% | -21.2% | -2.7% |
| 3M | +15.0% | +8.3% | +6.7% | +13.4% |
| 6M | +22.0% | -3.4% | +25.4% | +22.2% |
| YTD | +55.3% | -18.7% | +74.0% | +60.1% |
| 1Y | +64.1% | -23.5% | +87.7% | +71.1% |
| 3Y | +34.1% | -34.2% | +68.2% | +43.5% |
| All | +132.2% | -18.6% | +150.9% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling