+79.8%
F vs CPRT
+398.2%
-318.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +1.6% | +6.0% | -4.5% | -1.5% |
| 30D | +2.6% | +20.0% | -17.4% | -6.7% |
| 3M | -8.8% | +10.1% | -18.9% | -14.0% |
| 6M | +4.6% | -4.3% | +8.9% | +4.9% |
| YTD | -1.9% | -18.4% | +16.5% | +6.2% |
| 1Y | -0.8% | -20.1% | +19.3% | +8.5% |
| 3Y | +43.5% | -30.4% | +73.9% | +65.1% |
| 5Y | -12.1% | -17.0% | +4.9% | -11.1% |
| All | +79.8% | +398.2% | -318.4% | -12.0% |
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