+934.5%
T vs CPRT
+22,620.0%
-21,685.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | +1.0% | +6.0% | -5.0% | +0.2% |
| 30D | -10.6% | +20.0% | -30.6% | -12.8% |
| 3M | -7.7% | +10.1% | -17.9% | -9.1% |
| 6M | -13.3% | -4.3% | -9.0% | -13.1% |
| YTD | -8.8% | -18.4% | +9.6% | -6.8% |
| 1Y | -8.4% | -20.1% | +11.7% | -6.2% |
| 3Y | +59.6% | -30.4% | +90.0% | +65.3% |
| 5Y | +52.1% | -17.0% | +69.1% | +52.2% |
| 10Y | +56.9% | +403.2% | -346.4% | +24.6% |
| All | +934.5% | +22,620.0% | -21,685.5% | +532.2% |
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