+65.5%
EFA vs CPRT
-33.3%
+98.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +1.2% | +4.0% | -2.8% | +0.7% |
| 30D | +0.9% | +18.2% | -17.3% | -1.4% |
| 3M | -3.4% | +9.2% | -12.5% | -4.8% |
| 6M | +2.0% | -4.8% | +6.8% | +2.9% |
| YTD | +10.4% | -17.5% | +27.9% | +14.3% |
| 1Y | +13.3% | -22.0% | +35.3% | +18.8% |
| All | +65.5% | -33.3% | +98.9% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling