+65.4%
CVS vs CPRT
-25.6%
+91.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.0% | +2.2% | +1.7% | +3.5% |
| 30D | -2.4% | +16.6% | -19.0% | -5.5% |
| 3M | +2.7% | +9.6% | -6.9% | +0.5% |
| 6M | +21.9% | -11.1% | +33.0% | +24.8% |
| YTD | +24.7% | -13.9% | +38.6% | +28.7% |
| 1Y | +35.4% | -32.5% | +68.0% | +47.0% |
| All | +65.4% | -25.6% | +91.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling