-18.7%
CPRT vs COPX
+107.3%
-126.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -0.4% | -2.8% | +2.5% | 0.0% |
| 30D | +21.2% | -14.3% | +35.5% | +23.6% |
| 3M | +8.3% | -19.0% | +27.4% | +11.2% |
| 6M | -3.4% | -24.4% | +21.1% | -0.2% |
| YTD | -18.7% | -3.2% | -15.5% | -21.1% |
| 1Y | -23.5% | +15.2% | -38.7% | -28.6% |
| 3Y | -34.2% | +127.6% | -161.8% | -50.4% |
| All | -18.7% | +107.3% | -126.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling