+948.1%
FIX vs CPRT
-17.4%
+965.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.9% |
| 7D | -17.5% | +6.0% | -23.5% | -19.3% |
| 30D | -41.6% | +20.0% | -61.6% | -45.4% |
| 3M | -40.6% | +10.1% | -50.7% | -43.5% |
| 6M | -49.4% | -4.3% | -45.1% | -49.6% |
| YTD | +9.2% | -18.4% | +27.6% | +16.8% |
| 1Y | +6.5% | -20.1% | +26.5% | +14.9% |
| 3Y | +448.7% | -30.4% | +479.1% | +539.9% |
| All | +948.1% | -17.4% | +965.5% | +960.2% |
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