+233.8%
LOW vs CPRT
+410.9%
-177.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -9.3% | +8.2% | -17.5% | -13.1% |
| 3M | -8.1% | +2.3% | -10.4% | -9.7% |
| 6M | -19.8% | -14.7% | -5.0% | -13.9% |
| YTD | -16.4% | -18.2% | +1.8% | -8.9% |
| 1Y | -24.7% | -33.4% | +8.7% | -9.0% |
| 3Y | -8.8% | -28.3% | +19.5% | +3.0% |
| 5Y | +7.8% | -9.8% | +17.6% | +4.7% |
| 10Y | +233.8% | +412.4% | -178.5% | +57.9% |
| All | +233.8% | +410.9% | -177.1% | +57.9% |
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