+554.8%
MA vs CPRT
+399.1%
+155.6%
-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 | -0.3% | +1.6% | -2.0% | -1.2% |
| 30D | +11.3% | +18.8% | -7.5% | +1.7% |
| 3M | +16.7% | +9.4% | +7.3% | +10.0% |
| 6M | +32.8% | -4.4% | +37.2% | +33.4% |
| YTD | +15.6% | -17.1% | +32.7% | +24.6% |
| 1Y | +19.6% | -19.9% | +39.5% | +31.1% |
| 3Y | +72.1% | -30.5% | +102.6% | +97.7% |
| 5Y | +96.0% | -15.9% | +112.0% | +96.3% |
| 10Y | +554.8% | +386.7% | +168.1% | +204.9% |
| All | +554.8% | +399.1% | +155.6% | +204.9% |
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 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