+145.1%
MS vs CPRT
-7.1%
+152.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +1.4% | +2.2% | -0.8% | +0.5% |
| 30D | -0.3% | +16.6% | -16.9% | -6.5% |
| 3M | +0.3% | +9.6% | -9.3% | -4.5% |
| 6M | +31.3% | -11.1% | +42.5% | +37.4% |
| YTD | +24.7% | -13.9% | +38.5% | +32.0% |
| 1Y | +47.9% | -32.5% | +80.4% | +75.5% |
| 3Y | +178.3% | -25.0% | +203.4% | +207.3% |
| All | +145.1% | -7.1% | +152.2% | +124.5% |
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