+374.9%
CPRT vs COPX
+583.8%
-208.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -11.2% | -2.3% | -8.8% | -10.7% |
| 30D | +3.3% | +0.3% | +3.1% | +3.1% |
| 3M | -3.6% | +6.8% | -10.4% | -5.9% |
| 6M | -15.8% | +7.9% | -23.7% | -19.1% |
| YTD | -23.5% | +23.7% | -47.2% | -30.3% |
| 1Y | -38.8% | +71.5% | -110.3% | -49.8% |
| 3Y | -33.4% | +149.1% | -182.5% | -53.4% |
| 5Y | -16.4% | +167.3% | -183.7% | -44.7% |
| All | +374.9% | +583.8% | -208.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling