+16,350.1%
COST vs CPRT
+22,534.7%
-6,184.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | +12.8% | +21.2% | -8.3% | +9.0% |
| 3M | +15.2% | +8.3% | +6.9% | +13.2% |
| 6M | +7.4% | -3.4% | +10.8% | +7.4% |
| YTD | +29.0% | -18.7% | +47.7% | +32.7% |
| 1Y | +20.3% | -23.5% | +43.8% | +25.0% |
| 3Y | +99.0% | -34.2% | +133.2% | +111.3% |
| 5Y | +125.7% | -18.2% | +143.9% | +129.5% |
| 10Y | +775.3% | +370.9% | +404.4% | +569.0% |
| All | +16,350.1% | +22,534.7% | -6,184.6% | +6,968.1% |
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