+698.5%
CPRT vs MTUM
+609.5%
+89.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -0.4% | +4.1% | -4.5% | -3.1% |
| 30D | +8.2% | +0.6% | +7.6% | +7.5% |
| 3M | +2.3% | -0.6% | +2.9% | -0.4% |
| 6M | -14.7% | +25.3% | -40.1% | -31.6% |
| YTD | -18.2% | +23.8% | -42.0% | -34.1% |
| 1Y | -33.4% | +25.4% | -58.7% | -47.2% |
| 3Y | -28.3% | +117.3% | -145.6% | -65.0% |
| 5Y | -9.8% | +79.7% | -89.5% | -48.2% |
| 10Y | +412.4% | +359.6% | +52.8% | +35.9% |
| All | +698.5% | +609.5% | +89.0% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling