+15,762.5%
MA vs CPRT
+1,946.7%
+13,815.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +1.8% | +4.0% | -2.2% | -0.1% |
| 30D | +11.8% | +18.2% | -6.4% | +2.8% |
| 3M | +17.2% | +9.2% | +8.0% | +10.9% |
| 6M | +33.4% | -4.8% | +38.2% | +34.1% |
| YTD | +16.1% | -17.5% | +33.6% | +24.8% |
| 1Y | +19.9% | -22.0% | +41.9% | +32.4% |
| 3Y | +70.1% | -33.7% | +103.8% | +99.2% |
| 5Y | +89.6% | -15.0% | +104.6% | +91.6% |
| 10Y | +568.4% | +385.2% | +183.3% | +182.7% |
| All | +15,762.5% | +1,946.7% | +13,815.7% | +3,478.5% |
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