+4,436.3%
MS vs CPRT
+22,996.9%
-18,560.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -3.4% | +9.9% | -13.3% | -6.3% |
| 30D | -3.9% | +21.1% | -25.0% | -9.7% |
| 3M | -15.9% | +12.3% | -28.3% | -19.7% |
| 6M | -2.5% | -2.0% | -0.5% | -3.6% |
| YTD | +5.1% | -17.0% | +22.1% | +9.3% |
| 1Y | +13.0% | -22.5% | +35.5% | +19.9% |
| 3Y | +160.7% | -29.3% | +190.0% | +182.6% |
| 5Y | +114.0% | -15.6% | +129.6% | +117.6% |
| 10Y | +637.5% | +411.6% | +225.9% | +340.9% |
| All | +4,436.3% | +22,996.9% | -18,560.6% | +1,373.4% |
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