+55.5%
EWT vs CPRT
-22.3%
+77.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -3.0% |
| 7D | +13.2% | -1.5% | +14.7% | +12.9% |
| 30D | -14.3% | +21.4% | -35.6% | -10.8% |
| 3M | -8.4% | +10.4% | -18.8% | -5.6% |
| 6M | +3.7% | -4.3% | +8.0% | +6.5% |
| YTD | +53.1% | -18.3% | +71.3% | +56.0% |
| 1Y | +55.5% | -22.5% | +78.0% | +56.7% |
| All | +55.5% | -22.3% | +77.8% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling