+21,102.0%
CPRT vs CPB
+202.9%
+20,899.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +4.0% | +2.9% | +1.1% | +3.4% |
| 30D | +18.2% | +17.6% | +0.6% | +14.4% |
| 3M | +9.2% | +2.0% | +7.1% | +8.5% |
| 6M | -4.8% | +11.6% | -16.5% | -7.1% |
| YTD | -17.5% | -13.8% | -3.7% | -15.5% |
| 1Y | -22.0% | -21.6% | -0.4% | -18.7% |
| 3Y | -33.7% | -35.8% | +2.1% | -29.0% |
| 5Y | -15.0% | -33.3% | +18.3% | -10.7% |
| 10Y | +385.2% | -39.4% | +424.6% | +401.5% |
| All | +21,102.0% | +202.9% | +20,899.1% | +16,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling