+5,892.0%
FIX vs CPRT
+423.6%
+5,468.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | +2.2% | +3.8% | +4.9% |
| 30D | -7.2% | +16.6% | -23.9% | -14.4% |
| 3M | -15.9% | +9.6% | -25.4% | -21.5% |
| 6M | +12.7% | -11.1% | +23.9% | +16.9% |
| YTD | +72.8% | -13.9% | +86.7% | +80.2% |
| 1Y | +122.9% | -32.5% | +155.4% | +166.3% |
| 3Y | +774.3% | -25.0% | +799.4% | +877.7% |
| 5Y | +2,049.5% | -7.4% | +2,056.9% | +1,983.5% |
| All | +5,892.0% | +423.6% | +5,468.4% | +2,598.3% |
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 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