+113.0%
COP vs CPRT
-17.4%
+130.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -11.5% | +6.0% | -17.6% | -12.3% |
| 30D | +5.0% | +20.0% | -15.1% | +2.3% |
| 3M | +17.5% | +10.1% | +7.4% | +15.5% |
| 6M | +16.2% | -4.3% | +20.5% | +16.6% |
| YTD | +48.8% | -18.4% | +67.2% | +53.4% |
| 1Y | +64.1% | -20.1% | +84.2% | +69.7% |
| 3Y | +25.7% | -30.4% | +56.1% | +33.3% |
| All | +113.0% | -17.4% | +130.4% | +128.8% |
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