+1,006.2%
TER vs CPRT
+382.0%
+624.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -8.9% | +4.0% | -12.9% | -10.9% |
| 30D | -39.1% | +18.2% | -57.3% | -45.0% |
| 3M | -32.8% | +9.2% | -41.9% | -38.0% |
| 6M | -31.7% | -4.8% | -26.9% | -34.0% |
| YTD | +26.9% | -17.5% | +44.4% | +32.6% |
| 1Y | +33.6% | -22.0% | +55.6% | +44.5% |
| 3Y | +181.5% | -33.7% | +215.2% | +232.2% |
| 5Y | +76.1% | -15.0% | +91.1% | +71.5% |
| 10Y | +1,006.2% | +385.2% | +621.0% | +371.9% |
| All | +1,006.2% | +382.0% | +624.2% | +371.9% |
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