+122.9%
FIX vs CPRT
-31.2%
+154.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +2.1% |
| 7D | +6.0% | +2.2% | +3.8% | +6.9% |
| 30D | -7.2% | +16.6% | -23.9% | -1.2% |
| 3M | -15.9% | +9.6% | -25.4% | -11.3% |
| 6M | +12.7% | -11.1% | +23.9% | +15.0% |
| YTD | +72.8% | -13.9% | +86.7% | +75.9% |
| 1Y | +122.9% | -32.5% | +155.4% | +141.3% |
| All | +122.9% | -31.2% | +154.1% | +141.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling