+16.9%
EFA vs CPRT
-24.7%
+41.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.5% | +2.4% |
| 7D | +2.0% | +12.6% | -10.7% | +1.8% |
| 30D | +1.6% | +18.0% | -16.4% | +1.3% |
| 3M | -1.5% | +11.0% | -12.4% | -1.6% |
| 6M | +6.6% | -2.0% | +8.7% | +7.1% |
| YTD | +11.8% | -16.7% | +28.5% | +12.4% |
| 1Y | +16.9% | -23.9% | +40.7% | +17.6% |
| All | +16.9% | -24.7% | +41.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling