+377.5%
EFA vs CPRT
+3,034.7%
-2,657.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.2% | +4.0% | -2.8% | +0.1% |
| 30D | +0.9% | +18.2% | -17.3% | -4.1% |
| 3M | -3.4% | +9.2% | -12.5% | -6.5% |
| 6M | +2.0% | -4.8% | +6.8% | +2.1% |
| YTD | +10.4% | -17.5% | +27.9% | +14.9% |
| 1Y | +13.3% | -22.0% | +35.3% | +19.8% |
| 3Y | +65.9% | -33.7% | +99.7% | +81.9% |
| 5Y | +51.5% | -15.0% | +66.4% | +51.5% |
| 10Y | +144.1% | +385.2% | -241.1% | +41.7% |
| All | +377.5% | +3,034.7% | -2,657.2% | +53.6% |
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 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