-17.1%
CPRT vs CMS
+32.6%
-49.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | +6.0% | -1.3% | +7.4% | +6.5% |
| 30D | +20.0% | +6.3% | +13.7% | +18.2% |
| 3M | +10.1% | -2.1% | +12.2% | +10.8% |
| 6M | -4.3% | -5.1% | +0.8% | -2.9% |
| YTD | -18.4% | +1.3% | -19.6% | -18.6% |
| 1Y | -20.1% | -1.4% | -18.7% | -19.9% |
| 3Y | -30.4% | +36.9% | -67.3% | -36.4% |
| All | -17.1% | +32.6% | -49.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling