-6.1%
F vs CPRT
-22.5%
+16.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | 0.0% | +21.2% | -21.1% | -2.2% |
| 3M | -13.2% | +8.3% | -21.5% | -14.0% |
| 6M | -10.2% | -3.4% | -6.8% | -11.1% |
| YTD | -4.9% | -18.7% | +13.8% | -8.0% |
| 1Y | -6.1% | -23.5% | +17.4% | -9.0% |
| All | -6.1% | -22.5% | +16.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling