+64.2%
EWZ vs CPRT
+370.9%
-306.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +0.1% | -1.5% | +1.5% | +0.6% |
| 30D | -25.9% | +21.4% | -47.2% | -31.2% |
| 3M | -6.1% | +10.4% | -16.5% | -10.5% |
| 6M | -16.1% | -4.3% | -11.8% | -16.1% |
| YTD | +1.0% | -18.3% | +19.2% | +6.8% |
| 1Y | 0.0% | -22.5% | +22.4% | +7.9% |
| 3Y | +16.8% | -34.3% | +51.2% | +31.6% |
| 5Y | +52.1% | -17.8% | +69.8% | +50.9% |
| All | +64.2% | +370.9% | -306.7% | -7.8% |
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