+322.4%
NET vs CPRT
-29.2%
+351.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.6% | -3.7% |
| 7D | -16.4% | +12.6% | -29.0% | -19.0% |
| 30D | -25.8% | +18.0% | -43.8% | -29.3% |
| 3M | -11.5% | +11.0% | -22.5% | -14.8% |
| 6M | +18.9% | -2.0% | +20.9% | +19.3% |
| YTD | +35.2% | -16.7% | +51.9% | +44.4% |
| 1Y | +14.5% | -23.9% | +38.3% | +27.9% |
| All | +322.4% | -29.2% | +351.6% | +358.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling