+12,471.5%
FIX vs CPRT
+19,820.7%
-7,349.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.0% | +2.2% | +3.8% | +5.4% |
| 30D | -7.2% | +16.6% | -23.9% | -11.1% |
| 3M | -15.9% | +9.6% | -25.4% | -18.8% |
| 6M | +12.7% | -11.1% | +23.9% | +14.6% |
| YTD | +72.8% | -13.9% | +86.7% | +76.2% |
| 1Y | +122.9% | -32.5% | +155.4% | +142.3% |
| 3Y | +774.3% | -25.0% | +799.4% | +827.0% |
| 5Y | +2,049.5% | -7.4% | +2,056.9% | +2,047.9% |
| 10Y | +5,821.5% | +422.0% | +5,399.5% | +3,953.7% |
| All | +12,471.5% | +19,820.7% | -7,349.2% | +6,708.0% |
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