+25.1%
XYZ vs CPRT
-22.3%
+47.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -2.1% | -1.5% | -0.6% | -1.4% |
| 30D | +7.0% | +21.4% | -14.3% | -2.0% |
| 3M | +5.1% | +10.4% | -5.3% | -1.0% |
| 6M | +14.1% | -4.3% | +18.4% | +18.0% |
| YTD | +26.4% | -18.3% | +44.6% | +50.7% |
| 1Y | +25.1% | -22.5% | +47.6% | +50.6% |
| All | +25.1% | -22.3% | +47.4% | +50.6% |
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