+99.5%
U vs CPRT
-30.7%
+130.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.2% |
| 7D | +36.6% | +6.0% | +30.5% | +32.8% |
| 30D | +13.3% | +20.0% | -6.7% | +3.7% |
| 3M | +26.2% | +10.1% | +16.0% | +19.0% |
| 6M | +88.7% | -4.3% | +93.1% | +90.2% |
| YTD | +16.6% | -18.4% | +35.0% | +29.4% |
| 1Y | +29.0% | -20.1% | +49.0% | +44.2% |
| 3Y | +99.5% | -30.4% | +129.9% | +132.1% |
| All | +99.5% | -30.7% | +130.2% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling