+9,896.8%
MO vs CPRT
+23,878.7%
-13,981.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +0.3% | +2.2% | -1.9% | +0.1% |
| 30D | +0.6% | +16.6% | -16.0% | -1.0% |
| 3M | -1.0% | +9.6% | -10.6% | -2.0% |
| 6M | +4.3% | -11.1% | +15.5% | +5.3% |
| YTD | +23.3% | -13.9% | +37.1% | +24.7% |
| 1Y | +10.5% | -32.5% | +43.0% | +14.5% |
| 3Y | +96.3% | -25.0% | +121.3% | +100.1% |
| 5Y | +98.9% | -7.4% | +106.3% | +96.9% |
| 10Y | +103.6% | +422.0% | -318.4% | +70.8% |
| All | +9,896.8% | +23,878.7% | -13,981.9% | +6,440.4% |
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