+594.1%
EWT vs CPRT
+4,804.7%
-4,210.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +4.0% | +2.2% | +1.8% | +3.3% |
| 30D | +10.3% | +16.6% | -6.3% | +5.7% |
| 3M | +6.1% | +9.6% | -3.5% | +2.6% |
| 6M | +56.6% | -11.1% | +67.8% | +59.9% |
| YTD | +76.6% | -13.9% | +90.4% | +81.2% |
| 1Y | +97.9% | -32.5% | +130.4% | +116.5% |
| 3Y | +198.0% | -25.0% | +223.0% | +214.0% |
| 5Y | +151.8% | -7.4% | +159.1% | +147.3% |
| 10Y | +514.1% | +422.0% | +92.2% | +274.6% |
| All | +594.1% | +4,804.7% | -4,210.6% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling