-24.7%
U vs CPRT
+25.4%
-50.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +7.1% |
| 7D | +36.6% | +6.0% | +30.5% | +28.3% |
| 30D | +13.3% | +20.0% | -6.7% | -6.7% |
| 3M | +26.2% | +10.1% | +16.0% | +10.3% |
| 6M | +88.7% | -4.3% | +93.1% | +87.1% |
| YTD | +16.6% | -18.4% | +35.0% | +38.0% |
| 1Y | +29.0% | -20.1% | +49.0% | +55.1% |
| 3Y | +99.5% | -30.4% | +129.9% | +148.7% |
| 5Y | -66.1% | -17.0% | -49.1% | -70.3% |
| All | -24.7% | +25.4% | -50.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling