+448.7%
FIX vs CPRT
-30.7%
+479.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.5% |
| 7D | -17.5% | +6.0% | -23.5% | -18.0% |
| 30D | -41.6% | +20.0% | -61.6% | -43.0% |
| 3M | -40.6% | +10.1% | -50.7% | -41.7% |
| 6M | -49.4% | -4.3% | -45.1% | -48.3% |
| YTD | +9.2% | -18.4% | +27.6% | +19.3% |
| 1Y | +6.5% | -20.1% | +26.5% | +17.4% |
| 3Y | +448.7% | -30.4% | +479.1% | +518.6% |
| All | +448.7% | -30.7% | +479.4% | +518.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling