-33.5%
CPRT vs CP
+35.8%
-69.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +21.5% | +9.6% | +11.9% | +17.9% |
| 3M | +9.4% | +2.2% | +7.2% | +8.6% |
| 6M | -3.3% | +11.1% | -14.4% | -6.5% |
| YTD | -17.8% | +28.2% | -46.0% | -24.3% |
| 1Y | -22.2% | +32.2% | -54.3% | -29.1% |
| All | -33.5% | +35.8% | -69.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling