+35.4%
CVS vs CPRT
-31.2%
+66.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.0% | +2.2% | +1.7% | +3.6% |
| 30D | -2.4% | +16.6% | -19.0% | -5.2% |
| 3M | +2.7% | +9.6% | -6.9% | +1.1% |
| 6M | +21.9% | -11.1% | +33.0% | +26.0% |
| YTD | +24.7% | -13.9% | +38.6% | +30.8% |
| 1Y | +35.4% | -32.5% | +68.0% | +49.5% |
| All | +35.4% | -31.2% | +66.7% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling