+14.2%
AGG vs CPRT
+392.8%
-378.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | -0.9% | -8.4% | +7.5% | -0.7% |
| 30D | -1.0% | +4.6% | -5.6% | -1.1% |
| 3M | -1.3% | -1.9% | +0.7% | -1.3% |
| 6M | -2.1% | -15.3% | +13.2% | -1.7% |
| YTD | -1.2% | -21.5% | +20.2% | -0.7% |
| 1Y | -0.5% | -36.6% | +36.1% | +0.6% |
| 3Y | +12.4% | -31.2% | +43.6% | +13.2% |
| 5Y | -2.4% | -14.1% | +11.7% | -2.6% |
| All | +14.2% | +392.8% | -378.6% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling