+3,310.4%
V vs CPRT
+1,254.2%
+2,056.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | +2.2% | +6.0% | -3.8% | -0.4% |
| 30D | +13.6% | +20.0% | -6.4% | +4.6% |
| 3M | +14.3% | +10.1% | +4.2% | +8.3% |
| 6M | +33.1% | -4.3% | +37.4% | +33.5% |
| YTD | +21.2% | -18.4% | +39.6% | +29.9% |
| 1Y | +26.4% | -20.1% | +46.5% | +36.5% |
| 3Y | +77.6% | -30.4% | +108.0% | +99.9% |
| 5Y | +102.6% | -17.0% | +119.6% | +105.7% |
| 10Y | +464.4% | +403.2% | +61.2% | +152.7% |
| All | +3,310.4% | +1,254.2% | +2,056.2% | +872.3% |
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