+57.8%
EWZ vs CPRT
-17.4%
+75.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -1.5% | +6.0% | -7.5% | -2.5% |
| 30D | -24.5% | +20.0% | -44.5% | -27.1% |
| 3M | -10.7% | +10.1% | -20.8% | -12.7% |
| 6M | -19.1% | -4.3% | -14.8% | -18.8% |
| YTD | +1.6% | -18.4% | +20.0% | +5.3% |
| 1Y | +4.3% | -20.1% | +24.4% | +8.6% |
| 3Y | +19.0% | -30.4% | +49.4% | +26.7% |
| All | +57.8% | -17.4% | +75.3% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling