+44.5%
F vs CPRT
-29.5%
+74.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +1.4% | +9.9% | -8.5% | -1.4% |
| 30D | +2.0% | +21.1% | -19.1% | -3.6% |
| 3M | -10.4% | +12.3% | -22.7% | -13.7% |
| 6M | +9.7% | -2.0% | +11.7% | +9.7% |
| YTD | -1.2% | -17.0% | +15.8% | +4.2% |
| 1Y | 0.0% | -22.5% | +22.6% | +8.5% |
| All | +44.5% | -29.5% | +74.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling