-7.1%
LOW vs CPRT
-25.6%
+18.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.5% |
| 30D | -7.0% | +16.6% | -23.7% | -12.3% |
| 3M | -0.9% | +9.6% | -10.5% | -4.6% |
| 6M | -20.1% | -11.1% | -9.0% | -17.4% |
| YTD | -13.9% | -13.9% | 0.0% | -10.3% |
| 1Y | -21.1% | -32.5% | +11.4% | -10.0% |
| All | -7.1% | -25.6% | +18.5% | -3.7% |
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