+161.8%
MAR vs CPRT
-7.1%
+169.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -4.2% | +2.2% | -6.4% | -5.2% |
| 30D | -6.7% | +16.6% | -23.3% | -13.8% |
| 3M | -12.5% | +9.6% | -22.1% | -17.2% |
| 6M | +0.6% | -11.1% | +11.7% | +5.8% |
| YTD | +9.1% | -13.9% | +23.0% | +16.1% |
| 1Y | +26.2% | -32.5% | +58.7% | +53.6% |
| 3Y | +68.2% | -25.0% | +93.2% | +86.6% |
| All | +161.8% | -7.1% | +169.0% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling