+55.0%
EWZ vs CPRT
-7.1%
+62.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | +2.2% | +4.3% | +6.0% |
| 30D | +4.8% | +16.6% | -11.8% | +1.6% |
| 3M | +9.9% | +9.6% | +0.3% | +7.5% |
| 6M | +1.9% | -11.1% | +13.1% | +4.3% |
| YTD | +20.3% | -13.9% | +34.2% | +23.6% |
| 1Y | +35.6% | -32.5% | +68.1% | +47.6% |
| 3Y | +43.4% | -25.0% | +68.5% | +50.6% |
| All | +55.0% | -7.1% | +62.1% | +49.2% |
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