+99.1%
V vs CPRT
-17.4%
+116.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +2.2% | +6.0% | -3.8% | -0.1% |
| 30D | +13.6% | +20.0% | -6.4% | +5.9% |
| 3M | +14.3% | +10.1% | +4.2% | +9.1% |
| 6M | +33.1% | -4.3% | +37.4% | +33.8% |
| YTD | +21.2% | -18.4% | +39.6% | +29.7% |
| 1Y | +26.4% | -20.1% | +46.5% | +36.2% |
| 3Y | +77.6% | -30.4% | +108.0% | +97.2% |
| All | +99.1% | -17.4% | +116.5% | +93.6% |
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