+1,355.1%
CPRT vs COPX
+118.6%
+1,236.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | -0.4% | -2.8% | +2.5% | +0.3% |
| 30D | +21.2% | -14.3% | +35.5% | +25.5% |
| 3M | +8.3% | -19.0% | +27.4% | +13.3% |
| 6M | -3.4% | -24.4% | +21.1% | +1.7% |
| YTD | -18.7% | -3.2% | -15.5% | -21.4% |
| 1Y | -23.5% | +15.2% | -38.7% | -29.7% |
| 3Y | -34.2% | +127.6% | -161.8% | -52.0% |
| 5Y | -18.2% | +106.0% | -124.2% | -40.1% |
| 10Y | +370.9% | +313.7% | +57.2% | +156.9% |
| All | +1,355.1% | +118.6% | +1,236.5% | +793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling