+1,001.8%
TER vs CPRT
+399.1%
+602.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.6% | +11.2% | +11.9% |
| 7D | -5.8% | +1.6% | -7.4% | -6.8% |
| 30D | -38.9% | +18.8% | -57.7% | -45.0% |
| 3M | -35.1% | +9.4% | -44.5% | -40.2% |
| 6M | -31.6% | -4.4% | -27.2% | -34.0% |
| YTD | +27.2% | -17.1% | +44.4% | +32.6% |
| 1Y | +35.2% | -19.9% | +55.1% | +43.7% |
| 3Y | +192.8% | -30.5% | +223.3% | +234.0% |
| 5Y | +72.4% | -15.9% | +88.4% | +69.2% |
| 10Y | +1,001.8% | +386.7% | +615.2% | +369.4% |
| All | +1,001.8% | +399.1% | +602.7% | +369.4% |
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