+186.4%
COP vs CPRT
-7.1%
+193.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +3.0% | +2.2% | +0.8% | +2.6% |
| 30D | +17.5% | +16.6% | +0.8% | +14.7% |
| 3M | +13.4% | +9.6% | +3.8% | +11.6% |
| 6M | +17.7% | -11.1% | +28.9% | +20.1% |
| YTD | +46.6% | -13.9% | +60.5% | +50.2% |
| 1Y | +44.6% | -32.5% | +77.1% | +55.0% |
| 3Y | +20.7% | -25.0% | +45.7% | +26.7% |
| All | +186.4% | -7.1% | +193.5% | +191.7% |
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