+127.4%
EWT vs CPRT
-15.6%
+143.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | -12.3% | +21.5% | -33.8% | -16.3% |
| 3M | -3.6% | +9.4% | -13.0% | -6.2% |
| 6M | +3.1% | -3.3% | +6.4% | +3.4% |
| YTD | +57.7% | -17.8% | +75.5% | +66.1% |
| 1Y | +60.3% | -22.2% | +82.4% | +72.0% |
| 3Y | +163.4% | -34.0% | +197.4% | +194.1% |
| 5Y | +127.4% | -15.4% | +142.9% | +116.3% |
| All | +127.4% | -15.6% | +143.1% | +116.3% |
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