+3,306.0%
COP vs CPRT
+23,878.7%
-20,572.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 6M | +17.7% | -11.1% | +28.9% | +19.2% |
| YTD | +46.6% | -13.9% | +60.5% | +49.0% |
| 1Y | +44.6% | -32.5% | +77.1% | +52.4% |
| 3Y | +20.7% | -25.0% | +45.7% | +24.5% |
| 5Y | +185.0% | -7.4% | +192.4% | +181.8% |
| 10Y | +347.0% | +422.0% | -75.0% | +255.0% |
| All | +3,306.0% | +23,878.7% | -20,572.7% | +2,062.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling