+417.5%
LIN vs CPRT
+398.2%
+19.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +0.2% | +6.0% | -5.8% | -2.0% |
| 30D | +6.5% | +20.0% | -13.6% | -0.8% |
| 3M | +5.5% | +10.1% | -4.7% | +0.8% |
| 6M | +3.3% | -4.3% | +7.6% | +3.6% |
| YTD | +22.0% | -18.4% | +40.4% | +29.4% |
| 1Y | +25.7% | -20.1% | +45.8% | +34.4% |
| 3Y | +36.2% | -30.4% | +66.6% | +50.4% |
| 5Y | +66.1% | -17.0% | +83.0% | +65.4% |
| All | +417.5% | +398.2% | +19.2% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling