-3.9%
CRM vs CPRT
-14.1%
+10.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +2.0% |
| 7D | -8.1% | -8.4% | +0.3% | -2.9% |
| 30D | +23.1% | +4.6% | +18.5% | +19.0% |
| 3M | +42.5% | -1.9% | +44.5% | +43.0% |
| 6M | +25.3% | -15.3% | +40.6% | +37.4% |
| YTD | -7.8% | -21.5% | +13.7% | +5.8% |
| 1Y | +1.0% | -36.6% | +37.6% | +34.0% |
| 3Y | +10.0% | -31.2% | +41.2% | +30.4% |
| 5Y | -3.9% | -14.1% | +10.2% | -10.1% |
| All | -3.9% | -14.1% | +10.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling