+43.6%
EWZ vs CPRT
+398.2%
-354.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -1.5% | +6.0% | -7.5% | -3.7% |
| 30D | -24.5% | +20.0% | -44.5% | -29.7% |
| 3M | -10.7% | +10.1% | -20.8% | -14.8% |
| 6M | -19.1% | -4.3% | -14.8% | -19.2% |
| YTD | +1.6% | -18.4% | +20.0% | +7.5% |
| 1Y | +4.3% | -20.1% | +24.4% | +11.1% |
| 3Y | +19.0% | -30.4% | +49.4% | +30.4% |
| 5Y | +57.7% | -17.0% | +74.6% | +55.6% |
| All | +43.6% | +398.2% | -354.7% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling