+7,433.0%
FIX vs CPRT
+19,088.2%
-11,655.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.4% | -11.2% | -11.5% |
| 7D | -27.2% | +9.9% | -37.2% | -29.2% |
| 30D | -46.9% | +21.1% | -68.0% | -49.8% |
| 3M | -44.4% | +12.3% | -56.8% | -46.8% |
| 6M | -50.9% | -2.0% | -48.9% | -51.9% |
| YTD | +3.5% | -17.0% | +20.6% | +5.5% |
| 1Y | -2.1% | -22.5% | +20.4% | +1.5% |
| 3Y | +418.7% | -29.3% | +448.0% | +452.5% |
| 5Y | +894.6% | -15.6% | +910.1% | +906.8% |
| 10Y | +3,465.5% | +411.6% | +3,053.9% | +2,330.8% |
| All | +7,433.0% | +19,088.2% | -11,655.1% | +3,975.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling