+13,497.6%
COST vs CPRT
+23,878.7%
-10,381.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -3.1% | +2.2% | -5.4% | -3.5% |
| 30D | -2.8% | +16.6% | -19.4% | -5.6% |
| 3M | -5.7% | +9.6% | -15.3% | -7.5% |
| 6M | -8.8% | -11.1% | +2.4% | -7.3% |
| YTD | +6.7% | -13.9% | +20.5% | +8.8% |
| 1Y | -3.6% | -32.5% | +28.9% | +2.5% |
| 3Y | +75.1% | -25.0% | +100.1% | +82.0% |
| 5Y | +108.9% | -7.4% | +116.3% | +108.4% |
| 10Y | +586.2% | +422.0% | +164.2% | +416.6% |
| All | +13,497.6% | +23,878.7% | -10,381.1% | +5,694.2% |
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 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