+13,444.1%
GOOG vs CPRT
+2,339.1%
+11,105.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | +2.2% | -4.4% | -3.0% |
| 30D | -6.8% | +16.6% | -23.5% | -12.6% |
| 3M | -9.1% | +9.6% | -18.7% | -13.3% |
| 6M | +10.7% | -11.1% | +21.8% | +14.6% |
| YTD | +7.1% | -13.9% | +20.9% | +11.6% |
| 1Y | +44.6% | -32.5% | +77.1% | +65.7% |
| 3Y | +147.4% | -25.0% | +172.5% | +166.9% |
| 5Y | +133.8% | -7.4% | +141.2% | +129.4% |
| 10Y | +777.5% | +422.0% | +355.5% | +350.0% |
| All | +13,444.1% | +2,339.1% | +11,105.1% | +4,361.2% |
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 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