+1,927.3%
EQT vs CPRT
+23,082.2%
-21,154.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +6.6% | +9.9% | -3.3% | +4.9% |
| 3M | +4.4% | +5.6% | -1.3% | +3.1% |
| 6M | -10.5% | -13.6% | +3.1% | -8.9% |
| YTD | +3.7% | -16.7% | +20.5% | +6.1% |
| 1Y | +9.9% | -33.1% | +43.0% | +16.3% |
| 3Y | +35.4% | -27.1% | +62.4% | +40.6% |
| 5Y | +189.2% | -9.9% | +199.0% | +188.6% |
| 10Y | +50.7% | +415.3% | -364.6% | +15.6% |
| All | +1,927.3% | +23,082.2% | -21,154.9% | +1,077.4% |
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