+68.0%
COST vs CPRT
-31.4%
+99.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.9% |
| 7D | -2.5% | -8.4% | +5.9% | -0.6% |
| 30D | -4.4% | +4.6% | -9.0% | -5.8% |
| 3M | -8.1% | -1.9% | -6.1% | -8.2% |
| 6M | -9.2% | -15.3% | +6.1% | -6.1% |
| YTD | +5.1% | -21.5% | +26.6% | +10.6% |
| 1Y | -5.1% | -36.6% | +31.5% | +6.4% |
| All | +68.0% | -31.4% | +99.5% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling