-39.0%
U vs CPRT
+32.3%
-71.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.4% |
| 7D | -3.8% | +2.2% | -6.0% | -6.0% |
| 30D | +17.5% | +16.6% | +0.8% | -1.1% |
| 3M | +38.7% | +9.6% | +29.1% | +22.3% |
| 6M | +104.4% | -11.1% | +115.5% | +125.4% |
| YTD | -5.7% | -13.9% | +8.2% | +7.8% |
| 1Y | +3.7% | -32.5% | +36.2% | +54.7% |
| 3Y | +12.3% | -25.0% | +37.4% | +30.7% |
| 5Y | -68.8% | -7.4% | -61.4% | -74.8% |
| All | -39.0% | +32.3% | -71.4% | -66.3% |
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 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