+16.3%
FIX vs CPRT
-22.3%
+38.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -3.1% |
| 7D | +17.0% | -1.5% | +18.5% | +16.0% |
| 30D | -30.6% | +21.4% | -51.9% | -22.5% |
| 3M | -35.0% | +10.4% | -45.4% | -29.7% |
| 6M | -44.0% | -4.3% | -39.6% | -41.4% |
| YTD | +21.1% | -18.3% | +39.4% | +20.7% |
| 1Y | +16.3% | -22.5% | +38.7% | +11.9% |
| All | +16.3% | -22.3% | +38.6% | +11.9% |
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 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