+502.6%
EWT vs CPRT
+392.8%
+109.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.4% |
| 7D | -1.1% | -8.4% | +7.3% | +1.4% |
| 30D | +4.8% | +4.6% | +0.2% | +3.1% |
| 3M | +11.1% | -1.9% | +13.1% | +10.7% |
| 6M | +54.6% | -15.3% | +69.9% | +60.9% |
| YTD | +71.4% | -21.5% | +92.9% | +82.0% |
| 1Y | +82.1% | -36.6% | +118.7% | +107.1% |
| 3Y | +193.2% | -31.2% | +224.4% | +219.8% |
| 5Y | +146.1% | -14.1% | +160.2% | +143.6% |
| All | +502.6% | +392.8% | +109.8% | +253.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling