+553.1%
MA vs CPRT
+398.2%
+154.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +2.3% | +6.0% | -3.7% | -0.8% |
| 30D | +14.7% | +20.0% | -5.4% | +4.2% |
| 3M | +13.5% | +10.1% | +3.4% | +6.5% |
| 6M | +33.1% | -4.3% | +37.4% | +33.6% |
| YTD | +15.1% | -18.4% | +33.5% | +25.0% |
| 1Y | +18.7% | -20.1% | +38.8% | +30.3% |
| 3Y | +72.1% | -30.4% | +102.5% | +97.3% |
| 5Y | +92.8% | -17.0% | +109.8% | +94.2% |
| All | +553.1% | +398.2% | +154.8% | +209.4% |
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