-2.0%
AGG vs CPRT
-8.8%
+6.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | -0.2% | +8.2% | -8.5% | -0.6% |
| 3M | -0.7% | +2.3% | -3.0% | -0.9% |
| 6M | -1.8% | -14.7% | +13.0% | -1.2% |
| YTD | -0.6% | -18.2% | +17.6% | +0.1% |
| 1Y | +0.4% | -33.4% | +33.7% | +2.1% |
| 3Y | +13.2% | -28.3% | +41.5% | +14.1% |
| 5Y | -2.0% | -9.8% | +7.9% | -3.8% |
| All | -2.0% | -8.8% | +6.8% | -3.8% |
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