+204.2%
EQT vs CPRT
-14.1%
+218.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.6% |
| 7D | -1.2% | -8.4% | +7.3% | +1.0% |
| 30D | +1.1% | +4.6% | -3.5% | -0.4% |
| 3M | +4.8% | -1.9% | +6.7% | +4.7% |
| 6M | -10.6% | -15.3% | +4.7% | -7.1% |
| YTD | +3.4% | -21.5% | +24.9% | +9.6% |
| 1Y | +8.7% | -36.6% | +45.3% | +22.8% |
| 3Y | +35.0% | -31.2% | +66.2% | +46.1% |
| 5Y | +204.2% | -14.1% | +218.4% | +202.6% |
| All | +204.2% | -14.1% | +218.3% | +202.6% |
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