-62.3%
XYZ vs CPRT
-16.1%
-46.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.9% |
| 7D | +12.6% | +4.0% | +8.6% | +8.7% |
| 30D | +10.8% | +18.2% | -7.4% | -6.8% |
| 3M | +8.4% | +9.2% | -0.8% | -3.8% |
| 6M | +14.3% | -4.8% | +19.2% | +15.5% |
| YTD | +31.5% | -17.5% | +49.0% | +57.0% |
| 1Y | +28.1% | -22.0% | +50.1% | +63.1% |
| 3Y | +66.2% | -33.7% | +99.9% | +130.8% |
| 5Y | -62.3% | -15.0% | -47.4% | -69.5% |
| All | -62.3% | -16.1% | -46.3% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling