+42.9%
CVS vs CPRT
+420.0%
-377.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +0.4% | +9.9% | -9.5% | -2.1% |
| 3M | -0.4% | +5.6% | -6.1% | -2.3% |
| 6M | +25.1% | -13.6% | +38.8% | +29.0% |
| YTD | +23.9% | -16.7% | +40.6% | +28.7% |
| 1Y | +41.1% | -33.1% | +74.2% | +54.6% |
| 3Y | +63.6% | -27.1% | +90.7% | +73.1% |
| 5Y | +31.5% | -9.9% | +41.4% | +29.0% |
| All | +42.9% | +420.0% | -377.1% | -2.8% |
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