+569.6%
MA vs CPRT
+384.2%
+185.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.1% |
| 30D | +11.0% | +21.5% | -10.5% | +0.3% |
| 3M | +17.9% | +9.4% | +8.4% | +11.0% |
| 6M | +33.2% | -3.3% | +36.5% | +32.9% |
| YTD | +16.5% | -17.8% | +34.3% | +26.1% |
| 1Y | +19.1% | -22.2% | +41.3% | +32.7% |
| 3Y | +70.6% | -34.0% | +104.5% | +102.0% |
| 5Y | +92.1% | -15.4% | +107.6% | +91.6% |
| 10Y | +569.6% | +376.0% | +193.6% | +213.7% |
| All | +569.6% | +384.2% | +185.4% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling