+327.1%
NET vs CPRT
-25.5%
+352.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -7.0% | +2.2% | -9.2% | -7.7% |
| 30D | -4.8% | +16.6% | -21.4% | -10.6% |
| 3M | +3.8% | +9.6% | -5.8% | -0.8% |
| 6M | +50.0% | -11.1% | +61.2% | +58.7% |
| YTD | +41.5% | -13.9% | +55.3% | +50.7% |
| 1Y | +32.8% | -32.5% | +65.4% | +63.2% |
| All | +327.1% | -25.5% | +352.6% | +323.0% |
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