-32.5%
CPRT vs MTUM
+26.3%
-58.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.8% |
| 7D | +2.2% | +1.7% | +0.5% | +2.6% |
| 30D | +16.6% | -1.7% | +18.3% | +16.2% |
| 3M | +9.6% | -6.3% | +15.9% | +8.9% |
| 6M | -11.1% | +21.8% | -33.0% | -14.3% |
| YTD | -13.9% | +22.0% | -35.9% | -17.2% |
| 1Y | -32.5% | +25.3% | -57.9% | -36.0% |
| All | -32.5% | +26.3% | -58.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling