+92.3%
MA vs CPRT
-17.4%
+109.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +2.3% | +6.0% | -3.7% | -0.2% |
| 30D | +14.7% | +20.0% | -5.4% | +5.9% |
| 3M | +13.5% | +10.1% | +3.4% | +7.6% |
| 6M | +33.1% | -4.3% | +37.4% | +33.9% |
| YTD | +15.1% | -18.4% | +33.5% | +24.2% |
| 1Y | +18.7% | -20.1% | +38.8% | +29.2% |
| 3Y | +72.1% | -30.4% | +102.5% | +93.2% |
| All | +92.3% | -17.4% | +109.7% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling