+2,105.4%
FIX vs CPRT
-7.1%
+2,112.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +6.0% | +2.2% | +3.8% | +5.1% |
| 30D | -7.2% | +16.6% | -23.9% | -13.0% |
| 3M | -15.9% | +9.6% | -25.4% | -20.3% |
| 6M | +12.7% | -11.1% | +23.9% | +18.2% |
| YTD | +72.8% | -13.9% | +86.7% | +82.2% |
| 1Y | +122.9% | -32.5% | +155.4% | +171.2% |
| 3Y | +774.3% | -25.0% | +799.4% | +892.8% |
| All | +2,105.4% | -7.1% | +2,112.6% | +2,030.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling