+50.5%
CVS vs CPRT
+384.2%
-333.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | -3.7% | +1.6% | -5.3% | -4.3% |
| 30D | -0.3% | +18.8% | -19.1% | -4.7% |
| 3M | -10.3% | +9.4% | -19.7% | -12.9% |
| 6M | -4.6% | -4.4% | -0.2% | -4.5% |
| YTD | +10.7% | -17.1% | +27.8% | +14.7% |
| 1Y | +11.2% | -19.9% | +31.1% | +16.1% |
| 3Y | +43.0% | -30.5% | +73.5% | +52.7% |
| 5Y | +8.6% | -15.9% | +24.6% | +8.2% |
| All | +50.5% | +384.2% | -333.7% | -2.2% |
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