+3,207.6%
MAR vs CPRT
+18,551.4%
-15,343.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.8% |
| 7D | +2.9% | +4.0% | -1.1% | +1.7% |
| 30D | +17.0% | +18.2% | -1.2% | +11.4% |
| 3M | +23.2% | +9.2% | +14.0% | +19.4% |
| 6M | +21.7% | -4.8% | +26.6% | +22.2% |
| YTD | +38.9% | -17.5% | +56.4% | +44.8% |
| 1Y | +48.7% | -22.0% | +70.7% | +57.4% |
| 3Y | +122.9% | -33.7% | +156.6% | +146.2% |
| 5Y | +177.5% | -15.0% | +192.5% | +184.4% |
| 10Y | +537.5% | +385.2% | +152.4% | +319.9% |
| All | +3,207.6% | +18,551.4% | -15,343.9% | +1,406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling