-50.0%
MARA vs CPRT
-22.3%
-27.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -6.1% |
| 7D | +22.4% | -1.5% | +23.9% | +22.1% |
| 30D | -21.0% | +21.4% | -42.3% | -19.1% |
| 3M | -25.3% | +10.4% | -35.7% | -22.6% |
| 6M | -43.4% | -4.3% | -39.1% | -40.6% |
| YTD | -19.8% | -18.3% | -1.6% | -18.9% |
| 1Y | -50.0% | -22.5% | -27.6% | -54.1% |
| All | -50.0% | -22.3% | -27.7% | -54.1% |
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