-17.2%
F vs CPRT
-18.6%
+1.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | 0.0% | +21.2% | -21.1% | -9.0% |
| 3M | -13.2% | +8.3% | -21.5% | -17.2% |
| 6M | -10.2% | -3.4% | -6.8% | -10.1% |
| YTD | -4.9% | -18.7% | +13.8% | +3.7% |
| 1Y | -6.1% | -23.5% | +17.4% | +6.2% |
| 3Y | +46.0% | -34.2% | +80.1% | +73.5% |
| All | -17.2% | -18.6% | +1.4% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling