+49.5%
EQT vs CPRT
+392.8%
-343.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.8% |
| 7D | -1.2% | -8.4% | +7.3% | +1.4% |
| 30D | +1.1% | +4.6% | -3.5% | -0.6% |
| 3M | +4.8% | -1.9% | +6.7% | +4.6% |
| 6M | -10.6% | -15.3% | +4.7% | -6.9% |
| YTD | +3.4% | -21.5% | +24.9% | +10.0% |
| 1Y | +8.7% | -36.6% | +45.3% | +23.6% |
| 3Y | +35.0% | -31.2% | +66.2% | +47.0% |
| 5Y | +204.2% | -14.1% | +218.4% | +201.7% |
| All | +49.5% | +392.8% | -343.2% | -30.2% |
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 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