+238.9%
CRM vs CPRT
+380.0%
-141.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.4% |
| 7D | -4.4% | -11.2% | +6.7% | +2.2% |
| 30D | +28.1% | +3.3% | +24.8% | +25.1% |
| 3M | +48.8% | -3.6% | +52.4% | +50.6% |
| 6M | +28.3% | -15.8% | +44.0% | +39.5% |
| YTD | -6.0% | -23.5% | +17.5% | +7.8% |
| 1Y | +1.4% | -38.8% | +40.2% | +32.2% |
| 3Y | +11.8% | -33.4% | +45.3% | +35.6% |
| 5Y | -2.0% | -16.4% | +14.3% | +1.8% |
| All | +238.9% | +380.0% | -141.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling