+108.3%
V vs CPRT
-18.6%
+127.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | +9.0% | +21.2% | -12.2% | +1.2% |
| 3M | +16.7% | +8.3% | +8.4% | +12.1% |
| 6M | +33.4% | -3.4% | +36.8% | +33.6% |
| YTD | +22.4% | -18.7% | +41.1% | +31.1% |
| 1Y | +27.7% | -23.5% | +51.2% | +40.4% |
| 3Y | +78.0% | -34.2% | +112.1% | +103.5% |
| All | +108.3% | -18.6% | +127.0% | +107.9% |
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 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