+65.5%
T vs CPRT
+426.9%
-361.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -1.3% | +2.2% | -3.5% | -1.8% |
| 30D | +11.4% | +16.6% | -5.3% | +7.2% |
| 3M | +14.3% | +9.6% | +4.7% | +11.4% |
| 6M | -9.3% | -11.1% | +1.9% | -7.2% |
| YTD | +7.1% | -13.9% | +21.0% | +10.0% |
| 1Y | -9.1% | -32.5% | +23.4% | -1.0% |
| 3Y | +105.3% | -25.0% | +130.4% | +113.2% |
| 5Y | +66.8% | -7.4% | +74.2% | +58.9% |
| All | +65.5% | +426.9% | -361.4% | -4.3% |
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