+1,827.1%
CVS vs CPRT
+22,975.6%
-21,148.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -3.7% | +1.6% | -5.3% | -4.1% |
| 30D | -0.3% | +18.8% | -19.1% | -3.1% |
| 3M | -10.3% | +9.4% | -19.7% | -11.9% |
| 6M | -4.6% | -4.4% | -0.2% | -4.6% |
| YTD | +10.7% | -17.1% | +27.8% | +13.0% |
| 1Y | +11.2% | -19.9% | +31.1% | +14.1% |
| 3Y | +43.0% | -30.5% | +73.5% | +48.9% |
| 5Y | +8.6% | -15.9% | +24.6% | +8.9% |
| 10Y | +52.0% | +386.7% | -334.7% | +17.8% |
| All | +1,827.1% | +22,975.6% | -21,148.4% | +975.4% |
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