+48.7%
MAR vs CPRT
-20.5%
+69.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.7% |
| 7D | +2.9% | +4.0% | -1.1% | +2.2% |
| 30D | +17.0% | +18.2% | -1.2% | +14.0% |
| 3M | +23.2% | +9.2% | +14.0% | +21.2% |
| 6M | +21.7% | -4.8% | +26.6% | +22.5% |
| YTD | +38.9% | -17.5% | +56.4% | +43.3% |
| 1Y | +48.7% | -22.0% | +70.7% | +52.1% |
| All | +48.7% | -20.5% | +69.2% | +52.1% |
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