-16.1%
CPRT vs MTUM
+78.7%
-94.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.2% |
| 7D | -11.2% | +0.7% | -11.9% | -11.5% |
| 30D | +3.3% | -2.4% | +5.8% | +4.4% |
| 3M | -3.6% | -3.6% | +0.1% | -3.7% |
| 6M | -15.8% | +23.7% | -39.4% | -29.9% |
| YTD | -23.5% | +22.9% | -46.4% | -36.4% |
| 1Y | -38.8% | +21.8% | -60.5% | -48.9% |
| 3Y | -33.4% | +114.4% | -147.9% | -67.0% |
| All | -16.1% | +78.7% | -94.8% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling