-68.3%
U vs CPRT
-8.8%
-59.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +1.4% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | -1.3% | +8.2% | -9.5% | -10.9% |
| 3M | +49.6% | +2.3% | +47.3% | +41.1% |
| 6M | +100.2% | -14.7% | +114.9% | +131.3% |
| YTD | -3.7% | -18.2% | +14.5% | +16.9% |
| 1Y | -6.5% | -33.4% | +26.9% | +43.9% |
| 3Y | +12.9% | -28.3% | +41.2% | +32.9% |
| 5Y | -68.3% | -9.8% | -58.5% | -76.5% |
| All | -68.3% | -8.8% | -59.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling