+5,793.7%
CRM vs CPRT
+1,998.1%
+3,795.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -2.1% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | +29.3% | +9.9% | +19.3% | +22.5% |
| 3M | +36.8% | +5.6% | +31.2% | +32.0% |
| 6M | +23.9% | -13.6% | +37.5% | +32.4% |
| YTD | -5.5% | -16.7% | +11.2% | +2.7% |
| 1Y | -0.4% | -33.1% | +32.7% | +21.3% |
| 3Y | +12.8% | -27.1% | +39.8% | +28.9% |
| 5Y | -3.5% | -9.9% | +6.4% | -1.8% |
| 10Y | +238.4% | +415.3% | -176.9% | +38.8% |
| All | +5,793.7% | +1,998.1% | +3,795.6% | +1,109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling