+9.6%
LOW vs CPRT
-14.6%
+24.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.6% |
| 7D | +6.4% | +1.6% | +4.8% | +5.7% |
| 30D | +25.6% | +18.8% | +6.8% | +16.2% |
| 3M | +4.6% | +9.4% | -4.8% | -0.3% |
| 6M | +2.5% | -4.4% | +6.9% | +3.6% |
| YTD | -1.6% | -17.1% | +15.5% | +5.6% |
| 1Y | +1.7% | -19.9% | +21.6% | +11.0% |
| 3Y | +29.4% | -30.5% | +59.9% | +45.9% |
| 5Y | +9.6% | -15.9% | +25.5% | +4.9% |
| All | +9.6% | -14.6% | +24.2% | +4.9% |
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 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