+35.8%
EQT vs CPRT
-31.4%
+67.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.3% |
| 7D | -1.2% | -8.4% | +7.3% | +0.3% |
| 30D | +1.1% | +4.6% | -3.5% | 0.0% |
| 3M | +4.8% | -1.9% | +6.7% | +4.9% |
| 6M | -10.6% | -15.3% | +4.7% | -7.8% |
| YTD | +3.4% | -21.5% | +24.9% | +8.4% |
| 1Y | +8.7% | -36.6% | +45.3% | +20.4% |
| All | +35.8% | -31.4% | +67.3% | +45.5% |
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