+54.1%
T vs CPRT
+399.1%
-345.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | -1.7% | +18.8% | -20.5% | -5.7% |
| 3M | -7.3% | +9.4% | -16.7% | -9.7% |
| 6M | -11.2% | -4.4% | -6.8% | -10.9% |
| YTD | -8.1% | -17.1% | +9.1% | -5.0% |
| 1Y | -8.0% | -19.9% | +11.9% | -4.2% |
| 3Y | +62.1% | -30.5% | +92.6% | +71.3% |
| 5Y | +55.7% | -15.9% | +71.6% | +52.4% |
| 10Y | +54.1% | +386.7% | -332.6% | +1.4% |
| All | +54.1% | +399.1% | -345.0% | +1.4% |
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