+451.6%
EWT vs CPRT
+370.9%
+80.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +13.2% | -1.5% | +14.7% | +13.7% |
| 30D | -14.3% | +21.4% | -35.6% | -18.9% |
| 3M | -8.4% | +10.4% | -18.8% | -11.6% |
| 6M | +3.7% | -4.3% | +8.0% | +3.5% |
| YTD | +53.1% | -18.3% | +71.3% | +59.8% |
| 1Y | +55.5% | -22.5% | +78.0% | +65.1% |
| 3Y | +155.6% | -34.3% | +190.0% | +182.8% |
| 5Y | +119.3% | -17.8% | +137.1% | +119.5% |
| All | +451.6% | +370.9% | +80.6% | +257.4% |
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 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