+19.4%
U vs CPRT
-21.4%
+40.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.0% |
| 7D | +36.6% | +6.0% | +30.5% | +33.8% |
| 30D | +13.3% | +20.0% | -6.7% | +6.3% |
| 3M | +26.2% | +10.1% | +16.0% | +20.5% |
| 6M | +88.7% | -4.3% | +93.1% | +90.4% |
| YTD | +16.6% | -18.4% | +35.0% | +32.2% |
| All | +19.4% | -21.4% | +40.7% | +25.3% |
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 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