+18.3%
CVS vs CPRT
-20.5%
+38.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.4% |
| 7D | -2.6% | +4.0% | -6.6% | -3.0% |
| 30D | +4.0% | +18.2% | -14.2% | +1.5% |
| 3M | -6.3% | +9.2% | -15.5% | -8.0% |
| 6M | -0.4% | -4.8% | +4.4% | +1.6% |
| YTD | +15.6% | -17.5% | +33.1% | +24.4% |
| 1Y | +18.3% | -22.0% | +40.3% | +27.5% |
| All | +18.3% | -20.5% | +38.8% | +27.5% |
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