-33.2%
CPRT vs CMS
+38.1%
-71.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | +0.5% | +3.5% | +3.9% |
| 30D | +18.2% | +7.4% | +10.8% | +16.4% |
| 3M | +9.2% | +1.9% | +7.3% | +8.7% |
| 6M | -4.8% | -2.3% | -2.5% | -4.1% |
| YTD | -17.5% | +3.0% | -20.5% | -17.8% |
| 1Y | -22.0% | -2.8% | -19.2% | -21.5% |
| All | -33.2% | +38.1% | -71.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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