+140.7%
GOOG vs CPRT
-28.6%
+169.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.7% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -7.7% | +8.2% | -15.9% | -9.3% |
| 3M | -9.3% | +2.3% | -11.6% | -10.0% |
| 6M | +7.4% | -14.7% | +22.2% | +11.5% |
| YTD | +4.9% | -18.2% | +23.0% | +9.6% |
| 1Y | +37.2% | -33.4% | +70.6% | +53.1% |
| All | +140.7% | -28.6% | +169.2% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling