+3,574.0%
FIX vs CPRT
+386.2%
+3,187.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -13.9% | +4.0% | -17.9% | -15.7% |
| 30D | -35.5% | +18.2% | -53.8% | -41.0% |
| 3M | -33.9% | +9.2% | -43.1% | -38.1% |
| 6M | -43.3% | -4.8% | -38.5% | -44.4% |
| YTD | +18.7% | -17.5% | +36.2% | +24.2% |
| 1Y | +13.8% | -22.0% | +35.8% | +22.7% |
| 3Y | +495.0% | -33.7% | +528.7% | +600.1% |
| 5Y | +1,049.0% | -15.0% | +1,064.0% | +1,047.0% |
| All | +3,574.0% | +386.2% | +3,187.8% | +1,521.9% |
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