+19.8%
EWZ vs CPRT
-31.8%
+51.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -1.5% | +6.0% | -7.5% | -2.1% |
| 30D | -24.5% | +20.0% | -44.5% | -26.1% |
| 3M | -10.7% | +10.1% | -20.8% | -12.0% |
| 6M | -19.1% | -4.3% | -14.8% | -18.5% |
| YTD | +1.6% | -18.4% | +20.0% | +4.9% |
| 1Y | +4.3% | -20.1% | +24.4% | +8.1% |
| All | +19.8% | -31.8% | +51.6% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling