+2,498.9%
MAR vs CPRT
+19,371.4%
-16,872.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.2% | +2.2% | -6.4% | -4.8% |
| 30D | -6.7% | +16.6% | -23.3% | -11.0% |
| 3M | -12.5% | +9.6% | -22.1% | -15.3% |
| 6M | +0.6% | -11.1% | +11.7% | +3.2% |
| YTD | +9.1% | -13.9% | +23.0% | +12.8% |
| 1Y | +26.2% | -32.5% | +58.7% | +39.7% |
| 3Y | +68.2% | -25.0% | +93.2% | +79.8% |
| 5Y | +163.9% | -7.4% | +171.3% | +164.7% |
| 10Y | +420.6% | +422.0% | -1.4% | +237.4% |
| All | +2,498.9% | +19,371.4% | -16,872.5% | +1,073.2% |
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