+146.5%
EFA vs CPRT
+368.4%
-221.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +1.4% | +21.2% | -19.8% | -4.7% |
| 3M | -4.2% | +8.3% | -12.5% | -7.2% |
| 6M | +1.9% | -3.4% | +5.3% | +1.7% |
| YTD | +10.2% | -18.7% | +28.9% | +16.0% |
| 1Y | +12.8% | -23.5% | +36.3% | +21.2% |
| 3Y | +65.2% | -34.2% | +99.4% | +83.4% |
| 5Y | +49.8% | -18.2% | +68.0% | +49.6% |
| All | +146.5% | +368.4% | -221.9% | +51.0% |
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