+14.5%
FIX vs CPRT
-20.1%
+34.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +10.3% |
| 7D | -7.2% | +1.6% | -8.9% | -5.7% |
| 30D | -35.1% | +18.8% | -53.9% | -28.1% |
| 3M | -34.3% | +9.4% | -43.7% | -29.2% |
| 6M | -42.9% | -4.4% | -38.5% | -40.1% |
| YTD | +19.5% | -17.1% | +36.6% | +19.9% |
| All | +14.5% | -20.1% | +34.6% | +6.8% |
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