+346.7%
EWZ vs CPRT
+5,264.4%
-4,917.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -4.2% | +9.9% | -14.1% | -7.3% |
| 30D | -26.1% | +21.1% | -47.2% | -31.1% |
| 3M | -12.0% | +12.3% | -24.4% | -16.3% |
| 6M | -19.3% | -2.0% | -17.2% | -20.1% |
| YTD | +0.9% | -17.0% | +18.0% | +5.2% |
| 1Y | +3.4% | -22.5% | +25.9% | +10.2% |
| 3Y | +18.6% | -29.3% | +47.9% | +28.2% |
| 5Y | +56.6% | -15.6% | +72.2% | +55.1% |
| 10Y | +50.3% | +411.6% | -361.3% | -20.8% |
| All | +346.7% | +5,264.4% | -4,917.7% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling