+553.7%
MS vs CPRT
+382.0%
+171.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +0.8% | +4.0% | -3.2% | -1.0% |
| 30D | -0.7% | +18.2% | -18.9% | -8.7% |
| 3M | -12.4% | +9.2% | -21.5% | -17.3% |
| 6M | -1.7% | -4.8% | +3.1% | -1.9% |
| YTD | +8.0% | -17.5% | +25.5% | +15.9% |
| 1Y | +16.2% | -22.0% | +38.2% | +28.2% |
| 3Y | +171.3% | -33.7% | +205.0% | +219.4% |
| 5Y | +124.8% | -15.0% | +139.7% | +123.3% |
| 10Y | +553.7% | +385.2% | +168.5% | +168.4% |
| All | +553.7% | +382.0% | +171.7% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling