-37.5%
U vs CPRT
+27.9%
-65.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +6.0% |
| 7D | +4.5% | +0.4% | +4.1% | +3.8% |
| 30D | -0.6% | +9.9% | -10.5% | -11.2% |
| 3M | +48.4% | +5.6% | +42.8% | +35.6% |
| 6M | +115.4% | -13.6% | +129.0% | +143.8% |
| YTD | -3.2% | -16.7% | +13.5% | +14.3% |
| 1Y | -6.0% | -33.1% | +27.1% | +41.0% |
| 3Y | +13.5% | -27.1% | +40.5% | +35.0% |
| 5Y | -68.0% | -9.9% | -58.1% | -73.5% |
| All | -37.5% | +27.9% | -65.4% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling