-6.5%
U vs CPRT
-34.0%
+27.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.1% |
| 7D | +4.4% | -0.4% | +4.8% | +4.4% |
| 30D | -1.3% | +8.2% | -9.5% | -4.3% |
| 3M | +49.6% | +2.3% | +47.3% | +47.3% |
| 6M | +100.2% | -14.7% | +114.9% | +111.0% |
| YTD | -3.7% | -18.2% | +14.5% | +4.5% |
| 1Y | -6.5% | -33.4% | +26.9% | -11.4% |
| All | -6.5% | -34.0% | +27.5% | -11.4% |
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 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