+599.5%
XYZ vs CPRT
+398.2%
+201.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +3.3% |
| 7D | +12.1% | +6.0% | +6.1% | +6.2% |
| 30D | +12.4% | +20.0% | -7.7% | -5.9% |
| 3M | +8.2% | +10.1% | -2.0% | -4.0% |
| 6M | +20.7% | -4.3% | +25.0% | +20.4% |
| YTD | +31.3% | -18.4% | +49.7% | +54.1% |
| 1Y | +20.5% | -20.1% | +40.6% | +43.8% |
| 3Y | +72.6% | -30.4% | +103.0% | +125.7% |
| 5Y | -64.0% | -17.0% | -47.0% | -59.9% |
| All | +599.5% | +398.2% | +201.3% | +118.8% |
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