+386.7%
CPRT vs CPB
-39.9%
+426.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.7% |
| 7D | +1.6% | +3.3% | -1.6% | +1.2% |
| 30D | +18.8% | +19.0% | -0.2% | +16.0% |
| 3M | +9.4% | +0.4% | +9.0% | +9.0% |
| 6M | -4.4% | +13.0% | -17.4% | -6.0% |
| YTD | -17.1% | -12.7% | -4.4% | -16.4% |
| 1Y | -19.9% | -20.9% | +1.0% | -18.4% |
| 3Y | -30.5% | -35.4% | +4.9% | -28.2% |
| 5Y | -15.9% | -32.3% | +16.3% | -14.1% |
| 10Y | +386.7% | -40.5% | +427.2% | +423.7% |
| All | +386.7% | -39.9% | +426.6% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling