+604.2%
COST vs CPRT
+392.8%
+211.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.2% |
| 7D | -2.5% | -8.4% | +5.9% | +0.2% |
| 30D | -4.4% | +4.6% | -9.0% | -6.2% |
| 3M | -8.1% | -1.9% | -6.1% | -8.2% |
| 6M | -9.2% | -15.3% | +6.1% | -5.1% |
| YTD | +5.1% | -21.5% | +26.6% | +12.2% |
| 1Y | -5.1% | -36.6% | +31.5% | +8.8% |
| 3Y | +70.4% | -31.2% | +101.5% | +86.9% |
| 5Y | +104.7% | -14.1% | +118.8% | +103.6% |
| All | +604.2% | +392.8% | +211.4% | +355.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling