+894.6%
FIX vs CPRT
-17.2%
+911.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.4% | -11.2% | -11.5% |
| 7D | -27.2% | +9.9% | -37.2% | -29.7% |
| 30D | -46.9% | +21.1% | -68.0% | -50.5% |
| 3M | -44.4% | +12.3% | -56.8% | -47.5% |
| 6M | -50.9% | -2.0% | -48.9% | -51.6% |
| YTD | +3.5% | -17.0% | +20.6% | +10.2% |
| 1Y | -2.1% | -22.5% | +20.4% | +8.3% |
| 3Y | +418.7% | -29.3% | +448.0% | +502.4% |
| 5Y | +894.6% | -15.6% | +910.1% | +902.4% |
| All | +894.6% | -17.2% | +911.7% | +902.4% |
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