+13,824.2%
MA vs CPRT
+2,036.7%
+11,787.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.7% | +2.2% | -4.9% | -3.8% |
| 30D | +1.5% | +16.6% | -15.1% | -6.5% |
| 3M | +20.4% | +9.6% | +10.8% | +13.6% |
| 6M | +11.1% | -11.1% | +22.3% | +16.3% |
| YTD | +2.0% | -13.9% | +15.8% | +7.9% |
| 1Y | -2.2% | -32.5% | +30.4% | +16.8% |
| 3Y | +41.9% | -25.0% | +66.9% | +56.6% |
| 5Y | +75.4% | -7.4% | +82.7% | +70.2% |
| 10Y | +527.5% | +422.0% | +105.6% | +157.4% |
| All | +13,824.2% | +2,036.7% | +11,787.4% | +2,993.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling