+95.6%
F vs CPRT
+423.6%
-328.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.2% |
| 7D | +5.3% | +2.2% | +3.1% | +4.1% |
| 30D | +4.6% | +16.6% | -12.0% | -3.6% |
| 3M | -3.7% | +9.6% | -13.2% | -9.2% |
| 6M | +16.8% | -11.1% | +27.9% | +22.6% |
| YTD | +15.3% | -13.9% | +29.2% | +22.0% |
| 1Y | +31.0% | -32.5% | +63.5% | +58.3% |
| 3Y | +45.4% | -25.0% | +70.5% | +61.5% |
| 5Y | +54.7% | -7.4% | +62.0% | +48.3% |
| All | +95.6% | +423.6% | -328.0% | -10.0% |
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