+199.8%
EWT vs CPRT
-28.6%
+228.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +9.4% | +8.2% | +1.1% | +8.1% |
| 3M | +10.9% | +2.3% | +8.6% | +10.5% |
| 6M | +57.9% | -14.7% | +72.7% | +64.4% |
| YTD | +75.9% | -18.2% | +94.1% | +84.5% |
| 1Y | +89.7% | -33.4% | +123.1% | +111.7% |
| All | +199.8% | -28.6% | +228.4% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling