-68.9%
XYZ vs CPRT
-7.1%
-61.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.2% |
| 7D | -1.0% | +2.2% | -3.2% | -3.4% |
| 30D | -1.7% | +16.6% | -18.3% | -17.8% |
| 3M | +16.7% | +9.6% | +7.2% | +2.5% |
| 6M | +26.9% | -11.1% | +38.0% | +40.9% |
| YTD | +27.1% | -13.9% | +41.0% | +46.4% |
| 1Y | +9.3% | -32.5% | +41.8% | +66.6% |
| 3Y | +42.3% | -25.0% | +67.3% | +69.1% |
| All | -68.9% | -7.1% | -61.7% | -76.2% |
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