-10.5%
CPRT vs COPX
+187.4%
-197.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.9% |
| 7D | -0.4% | +6.0% | -6.4% | -1.3% |
| 30D | +8.2% | +6.4% | +1.8% | +7.1% |
| 3M | +2.3% | +19.3% | -17.0% | -1.0% |
| 6M | -14.7% | +16.2% | -31.0% | -17.8% |
| YTD | -18.2% | +33.2% | -51.3% | -24.1% |
| 1Y | -33.4% | +90.2% | -123.6% | -43.3% |
| 3Y | -28.3% | +175.7% | -204.0% | -46.4% |
| All | -10.5% | +187.4% | -197.9% | -35.2% |
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