+67.3%
F vs CPRT
+368.4%
-301.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | 0.0% | +21.2% | -21.1% | -9.4% |
| 3M | -13.2% | +8.3% | -21.5% | -17.4% |
| 6M | -10.2% | -3.4% | -6.8% | -10.3% |
| YTD | -4.9% | -18.7% | +13.8% | +3.1% |
| 1Y | -6.1% | -23.5% | +17.4% | +5.2% |
| 3Y | +46.0% | -34.2% | +80.1% | +73.6% |
| 5Y | -15.7% | -18.2% | +2.5% | -14.1% |
| All | +67.3% | +368.4% | -301.1% | -19.6% |
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 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