-15.1%
F vs CPRT
-14.6%
-0.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | -0.1% |
| 7D | -0.6% | +1.6% | -2.3% | -1.4% |
| 30D | +2.9% | +18.8% | -15.9% | -5.6% |
| 3M | -9.5% | +9.4% | -18.9% | -14.1% |
| 6M | +4.0% | -4.4% | +8.4% | +4.9% |
| YTD | -1.3% | -17.1% | +15.8% | +6.7% |
| 1Y | -1.9% | -19.9% | +18.0% | +8.0% |
| 3Y | +53.5% | -30.5% | +84.0% | +76.1% |
| 5Y | -15.1% | -15.9% | +0.8% | -26.5% |
| All | -15.1% | -14.6% | -0.5% | -26.5% |
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