+33.9%
TER vs CPRT
-20.1%
+54.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.6% | +11.2% | +13.9% |
| 7D | -5.8% | +1.6% | -7.4% | -4.4% |
| 30D | -38.9% | +18.8% | -57.7% | -29.9% |
| 3M | -35.1% | +9.4% | -44.5% | -28.4% |
| 6M | -31.6% | -4.4% | -27.2% | -25.3% |
| YTD | +27.2% | -17.1% | +44.4% | +32.8% |
| All | +33.9% | -20.1% | +54.0% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling