+46.8%
MAR vs CPRT
-22.3%
+69.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +1.8% | -1.5% | +3.2% | +2.0% |
| 30D | +14.3% | +21.4% | -7.0% | +11.0% |
| 3M | +20.0% | +10.4% | +9.6% | +17.9% |
| 6M | +21.7% | -4.3% | +26.0% | +22.3% |
| YTD | +37.7% | -18.3% | +56.0% | +42.3% |
| 1Y | +46.8% | -22.5% | +69.3% | +50.8% |
| All | +46.8% | -22.3% | +69.1% | +50.8% |
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