+8.4%
LOW vs CPRT
-9.0%
+17.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -10.1% | +9.9% | -20.0% | -14.2% |
| 3M | -2.9% | +5.6% | -8.5% | -5.8% |
| 6M | -19.4% | -13.6% | -5.8% | -14.5% |
| YTD | -15.4% | -16.7% | +1.3% | -9.2% |
| 1Y | -24.9% | -33.1% | +8.2% | -10.5% |
| 3Y | -7.8% | -27.1% | +19.2% | +1.4% |
| 5Y | +8.4% | -9.9% | +18.3% | +0.2% |
| All | +8.4% | -9.0% | +17.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling