+156.4%
EWT vs CPRT
-9.0%
+165.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.3% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +8.2% | +9.9% | -1.7% | +5.3% |
| 3M | +11.1% | +5.6% | +5.4% | +8.6% |
| 6M | +60.4% | -13.6% | +74.1% | +67.1% |
| YTD | +75.6% | -16.7% | +92.3% | +84.4% |
| 1Y | +91.3% | -33.1% | +124.4% | +117.2% |
| 3Y | +200.3% | -27.1% | +227.3% | +222.3% |
| 5Y | +156.4% | -9.9% | +166.2% | +138.8% |
| All | +156.4% | -9.0% | +165.4% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling