+59.6%
T vs CPRT
-30.7%
+90.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | +1.0% | +6.0% | -5.0% | +0.3% |
| 30D | -10.6% | +20.0% | -30.6% | -12.6% |
| 3M | -7.7% | +10.1% | -17.9% | -9.1% |
| 6M | -13.3% | -4.3% | -9.0% | -13.7% |
| YTD | -8.8% | -18.4% | +9.6% | -8.3% |
| 1Y | -8.4% | -20.1% | +11.7% | -7.8% |
| 3Y | +59.6% | -30.4% | +90.0% | +66.3% |
| All | +59.6% | -30.7% | +90.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling