-34.2%
CPRT vs CPB
-35.1%
+0.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.2% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +21.2% | +19.2% | +2.0% | +17.0% |
| 3M | +8.3% | -0.9% | +9.2% | +7.6% |
| 6M | -3.4% | +15.2% | -18.6% | -6.1% |
| YTD | -18.7% | -13.1% | -5.6% | -18.5% |
| 1Y | -23.5% | -22.4% | -1.1% | -22.6% |
| 3Y | -34.2% | -35.3% | +1.1% | -31.2% |
| All | -34.2% | -35.1% | +0.9% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling