+14.4%
FIX vs CPRT
-24.7%
+39.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.0% | -20.1% | -12.3% |
| 7D | -18.9% | +12.6% | -31.5% | -13.1% |
| 30D | -36.3% | +18.0% | -54.3% | -29.8% |
| 3M | -38.5% | +11.0% | -49.5% | -33.4% |
| 6M | -42.3% | -2.0% | -40.3% | -38.8% |
| YTD | +17.1% | -16.7% | +33.8% | +19.9% |
| 1Y | +14.4% | -23.9% | +38.3% | +13.4% |
| All | +14.4% | -24.7% | +39.1% | +13.4% |
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