+886.2%
TER vs CPRT
+398.2%
+487.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.4% |
| 7D | -20.5% | +6.0% | -26.5% | -23.3% |
| 30D | -47.0% | +20.0% | -67.0% | -52.6% |
| 3M | -43.3% | +10.1% | -53.4% | -48.1% |
| 6M | -42.9% | -4.3% | -38.6% | -45.2% |
| YTD | +12.9% | -18.4% | +31.3% | +18.4% |
| 1Y | +18.2% | -20.1% | +38.3% | +25.3% |
| 3Y | +151.8% | -30.4% | +182.2% | +185.6% |
| 5Y | +54.2% | -17.0% | +71.2% | +52.2% |
| All | +886.2% | +398.2% | +487.9% | +321.7% |
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