+637.6%
TEAM vs CPRT
+567.7%
+69.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | -17.2% | +1.6% | -18.8% | -18.1% |
| 30D | -25.1% | +18.8% | -43.9% | -33.7% |
| 3M | +3.9% | +9.4% | -5.5% | -3.3% |
| 6M | +69.1% | -4.4% | +73.5% | +71.3% |
| YTD | -4.5% | -17.1% | +12.6% | +6.4% |
| 1Y | -1.9% | -19.9% | +18.0% | +11.6% |
| 3Y | -9.3% | -30.5% | +21.2% | +10.5% |
| 5Y | -65.2% | -15.9% | -49.2% | -63.1% |
| 10Y | +467.0% | +386.7% | +80.3% | +152.9% |
| All | +637.6% | +567.7% | +69.9% | +167.4% |
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 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