+395.7%
EFA vs CPRT
+3,172.5%
-2,776.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | +2.2% | -1.6% | -0.1% |
| 30D | +0.9% | +16.6% | -15.8% | -3.9% |
| 3M | +4.9% | +9.6% | -4.7% | +1.2% |
| 6M | +8.6% | -11.1% | +19.7% | +11.4% |
| YTD | +14.6% | -13.9% | +28.5% | +18.3% |
| 1Y | +22.6% | -32.5% | +55.1% | +36.1% |
| 3Y | +66.5% | -25.0% | +91.6% | +76.4% |
| 5Y | +54.5% | -7.4% | +61.9% | +51.1% |
| 10Y | +144.8% | +422.0% | -277.2% | +39.7% |
| All | +395.7% | +3,172.5% | -2,776.7% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling