+3,759.0%
FIX vs CPRT
+384.2%
+3,374.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +6.4% | -1.4% | +7.8% | +7.1% |
| 30D | -29.1% | +21.5% | -50.6% | -35.9% |
| 3M | -31.1% | +9.4% | -40.6% | -35.6% |
| 6M | -42.8% | -3.3% | -39.5% | -44.4% |
| YTD | +24.6% | -17.8% | +42.5% | +30.6% |
| 1Y | +21.9% | -22.2% | +44.1% | +31.6% |
| 3Y | +524.9% | -34.0% | +558.9% | +636.6% |
| 5Y | +1,092.2% | -15.4% | +1,107.7% | +1,093.1% |
| 10Y | +3,759.0% | +376.0% | +3,383.1% | +1,606.4% |
| All | +3,759.0% | +384.2% | +3,374.8% | +1,606.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling