+57.4%
MAR vs CPRT
-24.7%
+82.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +1.2% |
| 7D | +7.7% | +12.6% | -4.9% | +5.8% |
| 30D | +19.4% | +18.0% | +1.4% | +16.4% |
| 3M | +23.3% | +11.0% | +12.4% | +21.1% |
| 6M | +22.8% | -2.0% | +24.9% | +22.9% |
| YTD | +37.8% | -16.7% | +54.4% | +41.5% |
| 1Y | +57.4% | -23.9% | +81.2% | +61.8% |
| All | +57.4% | -24.7% | +82.1% | +61.8% |
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