+19.9%
MA vs CPRT
-20.5%
+40.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +1.8% | +4.0% | -2.2% | +0.9% |
| 30D | +11.8% | +18.2% | -6.4% | +7.9% |
| 3M | +17.2% | +9.2% | +8.0% | +14.1% |
| 6M | +33.4% | -4.8% | +38.2% | +33.6% |
| YTD | +16.1% | -17.5% | +33.6% | +17.7% |
| 1Y | +19.9% | -22.0% | +41.9% | +22.0% |
| All | +19.9% | -20.5% | +40.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling