+106.2%
COST vs CPRT
-9.0%
+115.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.6% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -4.0% | +9.9% | -13.9% | -7.6% |
| 3M | -6.5% | +5.6% | -12.1% | -9.0% |
| 6M | -8.5% | -13.6% | +5.1% | -4.2% |
| YTD | +6.0% | -16.7% | +22.7% | +12.2% |
| 1Y | -5.8% | -33.1% | +27.3% | +9.0% |
| 3Y | +71.8% | -27.1% | +98.9% | +85.0% |
| 5Y | +106.2% | -9.9% | +116.1% | +90.2% |
| All | +106.2% | -9.0% | +115.2% | +90.2% |
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