+32.6%
NET vs CPRT
-16.5%
+49.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.6% | -6.9% |
| 7D | -16.4% | +12.6% | -29.0% | -25.7% |
| 30D | -25.8% | +18.0% | -43.8% | -37.4% |
| 3M | -11.5% | +11.0% | -22.5% | -23.3% |
| 6M | +18.9% | -2.0% | +20.9% | +13.3% |
| YTD | +35.2% | -16.7% | +51.9% | +51.0% |
| 1Y | +14.5% | -23.9% | +38.3% | +41.7% |
| 3Y | +313.8% | -29.0% | +342.8% | +363.6% |
| 5Y | +32.6% | -16.0% | +48.6% | +5.8% |
| All | +32.6% | -16.5% | +49.0% | +5.8% |
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 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