+7.7%
V vs CPRT
-31.2%
+38.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.1% |
| 30D | +2.0% | +16.6% | -14.7% | -1.5% |
| 3M | +17.4% | +9.6% | +7.8% | +14.4% |
| 6M | +17.5% | -11.1% | +28.6% | +19.2% |
| YTD | +7.6% | -13.9% | +21.5% | +9.0% |
| 1Y | +7.7% | -32.5% | +40.2% | +22.0% |
| All | +7.7% | -31.2% | +38.9% | +22.0% |
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