+35.8%
XYZ vs CPRT
-22.5%
+58.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +11.5% | +21.2% | -9.7% | +2.1% |
| 3M | +1.8% | +8.3% | -6.5% | -3.2% |
| 6M | +21.2% | -3.4% | +24.6% | +24.1% |
| YTD | +29.9% | -18.7% | +48.6% | +56.3% |
| 1Y | +35.8% | -23.5% | +59.3% | +67.9% |
| All | +35.8% | -22.5% | +58.2% | +67.9% |
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