+81.1%
EWZ vs CPRT
+423.6%
-342.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.5% | +2.2% | +4.3% | +5.5% |
| 30D | +4.8% | +16.6% | -11.8% | -1.5% |
| 3M | +9.9% | +9.6% | +0.3% | +4.9% |
| 6M | +1.9% | -11.1% | +13.1% | +5.7% |
| YTD | +20.3% | -13.9% | +34.2% | +25.6% |
| 1Y | +35.6% | -32.5% | +68.1% | +56.2% |
| 3Y | +43.4% | -25.0% | +68.5% | +53.7% |
| 5Y | +55.9% | -7.4% | +63.3% | +46.6% |
| All | +81.1% | +423.6% | -342.5% | -16.1% |
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