+20.7%
XYZ vs CPRT
-24.7%
+45.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.0% | +10.3% | +12.8% |
| 7D | +16.5% | +12.6% | +3.9% | +10.4% |
| 30D | +15.0% | +18.0% | -3.0% | +6.5% |
| 3M | +3.5% | +11.0% | -7.4% | -2.5% |
| 6M | +21.9% | -2.0% | +23.9% | +23.9% |
| YTD | +34.6% | -16.7% | +51.3% | +55.9% |
| 1Y | +20.7% | -23.9% | +44.6% | +40.0% |
| All | +20.7% | -24.7% | +45.5% | +40.0% |
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