-7.2%
T vs CPRT
-33.0%
+25.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +7.6% | +9.9% | -2.3% | +5.8% |
| 3M | +15.3% | +5.6% | +9.7% | +13.6% |
| 6M | -8.5% | -13.6% | +5.1% | -8.7% |
| YTD | +6.8% | -16.7% | +23.5% | +7.0% |
| 1Y | -7.2% | -33.1% | +25.9% | -1.9% |
| All | -7.2% | -33.0% | +25.8% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling