+3.7%
U vs CPRT
-31.2%
+34.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.8% | +2.2% | -6.0% | -4.5% |
| 30D | +17.5% | +16.6% | +0.8% | +11.8% |
| 3M | +38.7% | +9.6% | +29.1% | +33.9% |
| 6M | +104.4% | -11.1% | +115.5% | +110.6% |
| YTD | -5.7% | -13.9% | +8.2% | -0.8% |
| 1Y | +3.7% | -32.5% | +36.2% | -15.2% |
| All | +3.7% | -31.2% | +34.9% | -15.2% |
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 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