+43.5%
F vs CPRT
-30.7%
+74.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +1.6% | +6.0% | -4.5% | -0.2% |
| 30D | +2.6% | +20.0% | -17.4% | -2.8% |
| 3M | -8.8% | +10.1% | -18.9% | -11.7% |
| 6M | +4.6% | -4.3% | +8.9% | +5.4% |
| YTD | -1.9% | -18.4% | +16.5% | +4.0% |
| 1Y | -0.8% | -20.1% | +19.3% | +6.0% |
| 3Y | +43.5% | -30.4% | +73.9% | +59.8% |
| All | +43.5% | -30.7% | +74.2% | +59.8% |
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 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