-5.7%
CPRT vs CPB
-39.5%
+33.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.9% |
| 7D | +2.2% | -8.6% | +10.8% | +3.4% |
| 30D | +16.6% | -7.2% | +23.9% | +17.7% |
| 3M | +9.6% | +0.9% | +8.7% | +9.3% |
| 6M | -11.1% | -11.8% | +0.7% | -10.1% |
| YTD | -13.9% | -19.4% | +5.5% | -12.1% |
| 1Y | -32.5% | -30.4% | -2.1% | -30.2% |
| 3Y | -25.0% | -40.2% | +15.1% | -21.9% |
| All | -5.7% | -39.5% | +33.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling