+124.1%
MAR vs CPRT
-30.7%
+154.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +4.3% | +6.0% | -1.7% | +2.3% |
| 30D | +16.8% | +20.0% | -3.2% | +10.0% |
| 3M | +16.0% | +10.1% | +5.9% | +11.6% |
| 6M | +16.5% | -4.3% | +20.8% | +17.5% |
| YTD | +35.0% | -18.4% | +53.4% | +45.0% |
| 1Y | +49.4% | -20.1% | +69.5% | +61.6% |
| 3Y | +124.1% | -30.4% | +154.5% | +151.4% |
| All | +124.1% | -30.7% | +154.7% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling