+316.6%
F vs CPRT
+23,878.7%
-23,562.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | +5.3% | +2.2% | +3.1% | +4.8% |
| 30D | +4.6% | +16.6% | -12.0% | +0.8% |
| 3M | -3.7% | +9.6% | -13.2% | -6.1% |
| 6M | +16.8% | -11.1% | +27.9% | +19.4% |
| YTD | +15.3% | -13.9% | +29.2% | +18.4% |
| 1Y | +31.0% | -32.5% | +63.5% | +42.4% |
| 3Y | +45.4% | -25.0% | +70.5% | +53.7% |
| 5Y | +54.7% | -7.4% | +62.0% | +55.6% |
| 10Y | +98.2% | +422.0% | -323.8% | +41.6% |
| All | +316.6% | +23,878.7% | -23,562.0% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling