+97.5%
MO vs CPRT
-8.8%
+106.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +3.6% | +8.2% | -4.7% | +2.7% |
| 3M | -3.7% | +2.3% | -6.0% | -4.1% |
| 6M | +4.5% | -14.7% | +19.3% | +5.6% |
| YTD | +21.5% | -18.2% | +39.7% | +23.1% |
| 1Y | +9.5% | -33.4% | +42.9% | +13.1% |
| 3Y | +93.6% | -28.3% | +121.9% | +96.7% |
| 5Y | +97.5% | -9.8% | +107.3% | +88.1% |
| All | +97.5% | -8.8% | +106.3% | +88.1% |
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 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