+2,071.3%
CVS vs CPRT
+23,878.7%
-21,807.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +2.7% | +9.6% | -6.9% | +0.9% |
| 6M | +21.9% | -11.1% | +33.0% | +23.6% |
| YTD | +24.7% | -13.9% | +38.6% | +27.0% |
| 1Y | +35.4% | -32.5% | +68.0% | +42.9% |
| 3Y | +65.2% | -25.0% | +90.2% | +70.5% |
| 5Y | +30.5% | -7.4% | +37.9% | +29.4% |
| 10Y | +40.4% | +422.0% | -381.6% | +8.0% |
| All | +2,071.3% | +23,878.7% | -21,807.4% | +1,108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling