+3,226.8%
SO vs CPRT
+23,878.7%
-20,651.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | -4.6% | +16.6% | -21.2% | -5.8% |
| 3M | -3.0% | +9.6% | -12.6% | -3.9% |
| 6M | -8.3% | -11.1% | +2.9% | -7.6% |
| YTD | +3.5% | -13.9% | +17.4% | +4.4% |
| 1Y | -0.9% | -32.5% | +31.6% | +1.8% |
| 3Y | +45.4% | -25.0% | +70.4% | +47.5% |
| 5Y | +59.6% | -7.4% | +67.0% | +58.4% |
| 10Y | +156.6% | +422.0% | -265.4% | +128.5% |
| All | +3,226.8% | +23,878.7% | -20,651.8% | +2,623.6% |
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