+8,320.5%
LOW vs CPRT
+22,868.9%
-14,548.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +8.7% | +4.0% | +4.7% | +7.7% |
| 30D | +25.5% | +18.2% | +7.2% | +20.7% |
| 3M | +6.6% | +9.2% | -2.6% | +4.2% |
| 6M | +2.4% | -4.8% | +7.3% | +3.3% |
| YTD | -1.7% | -17.5% | +15.8% | +2.2% |
| 1Y | +1.7% | -22.0% | +23.7% | +7.1% |
| 3Y | +26.6% | -33.7% | +60.3% | +37.6% |
| 5Y | +10.1% | -15.0% | +25.1% | +12.6% |
| 10Y | +303.3% | +385.2% | -81.9% | +191.5% |
| All | +8,320.5% | +22,868.9% | -14,548.4% | +3,442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling