-24.7%
LOW vs CPRT
-35.8%
+11.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.3% |
| 7D | -2.6% | -8.4% | +5.8% | +0.2% |
| 30D | -11.1% | +4.6% | -15.7% | -12.7% |
| 3M | -8.5% | -1.9% | -6.6% | -8.8% |
| 6M | -20.8% | -15.3% | -5.5% | -18.4% |
| YTD | -17.2% | -21.5% | +4.2% | -13.1% |
| 1Y | -24.7% | -36.6% | +11.9% | -17.3% |
| All | -24.7% | -35.8% | +11.1% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling