+1,671.4%
TER vs CPRT
+426.9%
+1,244.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.3% |
| 7D | +0.6% | +2.2% | -1.6% | -0.7% |
| 30D | -8.3% | +16.6% | -24.9% | -16.7% |
| 3M | -12.2% | +9.6% | -21.8% | -19.9% |
| 6M | +17.1% | -11.1% | +28.2% | +21.2% |
| YTD | +84.7% | -13.9% | +98.5% | +92.6% |
| 1Y | +199.9% | -32.5% | +232.4% | +266.7% |
| 3Y | +232.8% | -25.0% | +257.8% | +269.6% |
| 5Y | +198.6% | -7.4% | +206.0% | +182.4% |
| All | +1,671.4% | +426.9% | +1,244.5% | +632.6% |
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