+22,034.1%
CPRT vs CP
+8,660.9%
+13,373.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -2.7% | +4.9% | +3.1% |
| 30D | +16.6% | +0.2% | +16.5% | +16.5% |
| 3M | +9.6% | +2.6% | +7.0% | +8.7% |
| 6M | -11.1% | +6.0% | -17.1% | -13.0% |
| YTD | -13.9% | +24.9% | -38.8% | -20.1% |
| 1Y | -32.5% | +20.1% | -52.6% | -36.7% |
| 3Y | -25.0% | +16.4% | -41.4% | -29.8% |
| 5Y | -7.4% | +31.7% | -39.1% | -17.1% |
| 10Y | +422.0% | +223.9% | +198.1% | +255.8% |
| All | +22,034.1% | +8,660.9% | +13,373.2% | +6,640.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling