+67.2%
F vs CPRT
+370.9%
-303.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.6% |
| 7D | -3.9% | -1.5% | -2.4% | -3.1% |
| 30D | -0.5% | +21.4% | -21.8% | -10.0% |
| 3M | -12.9% | +10.4% | -23.3% | -17.9% |
| 6M | +1.5% | -4.3% | +5.8% | +1.8% |
| YTD | -5.0% | -18.3% | +13.2% | +2.7% |
| 1Y | -7.3% | -22.5% | +15.1% | +3.1% |
| 3Y | +45.3% | -34.3% | +79.6% | +73.1% |
| 5Y | -15.8% | -17.8% | +2.0% | -14.4% |
| All | +67.2% | +370.9% | -303.8% | -19.8% |
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