+154.7%
MO vs CPRT
-16.5%
+171.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +8.9% | +21.4% | -12.5% | +6.7% |
| 3M | +23.0% | +10.4% | +12.6% | +21.4% |
| 6M | +15.0% | -4.3% | +19.3% | +14.8% |
| YTD | +41.7% | -18.3% | +59.9% | +43.2% |
| 1Y | +43.3% | -22.5% | +65.8% | +45.5% |
| 3Y | +143.2% | -34.3% | +177.5% | +148.9% |
| 5Y | +154.7% | -17.8% | +172.5% | +141.6% |
| All | +154.7% | -16.5% | +171.2% | +141.6% |
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