+543.0%
XYZ vs CPRT
+613.5%
-70.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | +9.2% | +9.9% | -0.7% | +0.2% |
| 30D | +9.8% | +21.1% | -11.3% | -8.3% |
| 3M | -0.2% | +12.3% | -12.5% | -12.6% |
| 6M | +18.0% | -2.0% | +20.0% | +15.2% |
| YTD | +29.1% | -17.0% | +46.2% | +48.7% |
| 1Y | +14.1% | -22.5% | +36.6% | +39.9% |
| 3Y | +72.6% | -29.3% | +101.9% | +121.7% |
| 5Y | -64.6% | -15.6% | -49.0% | -60.9% |
| 10Y | +590.0% | +411.6% | +178.4% | +126.7% |
| All | +543.0% | +613.5% | -70.5% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling