+1,449.6%
NET vs CPRT
+65.7%
+1,383.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -7.0% | +2.2% | -9.2% | -8.3% |
| 30D | -4.8% | +16.6% | -21.4% | -15.7% |
| 3M | +3.8% | +9.6% | -5.8% | -5.5% |
| 6M | +50.0% | -11.1% | +61.2% | +59.2% |
| YTD | +41.5% | -13.9% | +55.3% | +52.2% |
| 1Y | +32.8% | -32.5% | +65.4% | +72.6% |
| 3Y | +335.9% | -25.0% | +360.9% | +398.6% |
| 5Y | +113.8% | -7.4% | +121.2% | +101.6% |
| All | +1,449.6% | +65.7% | +1,383.9% | +1,059.8% |
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