-7.3%
COST vs CPRT
-34.0%
+26.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -5.3% | +8.2% | -13.5% | -6.4% |
| 3M | -6.7% | +2.3% | -9.0% | -7.6% |
| 6M | -9.9% | -14.7% | +4.8% | -9.6% |
| YTD | +5.1% | -18.2% | +23.3% | +5.2% |
| 1Y | -7.3% | -33.4% | +26.1% | -4.7% |
| All | -7.3% | -34.0% | +26.7% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling