+53.4%
EFA vs CPRT
-8.8%
+62.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -1.3% | +8.2% | -9.6% | -3.8% |
| 3M | +5.2% | +2.3% | +2.9% | +3.9% |
| 6M | +9.4% | -14.7% | +24.1% | +14.2% |
| YTD | +12.7% | -18.2% | +30.9% | +18.8% |
| 1Y | +19.3% | -33.4% | +52.6% | +34.8% |
| 3Y | +66.3% | -28.3% | +94.7% | +77.5% |
| 5Y | +53.4% | -9.8% | +63.2% | +40.6% |
| All | +53.4% | -8.8% | +62.2% | +40.6% |
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 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