+16,141.9%
COST vs CPRT
+22,655.6%
-6,513.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +2.5% | -1.5% | +4.0% | +2.8% |
| 30D | +14.6% | +21.4% | -6.8% | +10.7% |
| 3M | +15.2% | +10.4% | +4.8% | +12.8% |
| 6M | +7.2% | -4.3% | +11.5% | +7.4% |
| YTD | +27.4% | -18.3% | +45.7% | +30.9% |
| 1Y | +20.2% | -22.5% | +42.7% | +24.7% |
| 3Y | +96.9% | -34.3% | +131.2% | +109.1% |
| 5Y | +122.8% | -17.8% | +140.6% | +126.4% |
| 10Y | +764.3% | +373.5% | +390.8% | +559.9% |
| All | +16,141.9% | +22,655.6% | -6,513.6% | +6,872.2% |
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