+638.0%
XYZ vs CPRT
+399.1%
+238.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.1% |
| 7D | +14.9% | +1.6% | +13.3% | +13.6% |
| 30D | +14.7% | +18.8% | -4.1% | -2.9% |
| 3M | +12.1% | +9.4% | +2.7% | +0.3% |
| 6M | +18.3% | -4.4% | +22.7% | +18.3% |
| YTD | +36.1% | -17.1% | +53.2% | +57.4% |
| 1Y | +35.3% | -19.9% | +55.2% | +61.6% |
| 3Y | +73.5% | -30.5% | +104.0% | +127.7% |
| 5Y | -61.6% | -15.9% | -45.7% | -57.7% |
| 10Y | +638.0% | +386.7% | +251.3% | +119.8% |
| All | +638.0% | +399.1% | +238.9% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling