+210.2%
TER vs CPRT
-33.6%
+243.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.3% |
| 7D | +5.9% | -1.4% | +7.3% | +5.7% |
| 30D | -30.8% | +21.5% | -52.2% | -29.8% |
| 3M | -29.9% | +9.4% | -39.4% | -29.3% |
| 6M | -27.5% | -3.3% | -24.1% | -24.7% |
| YTD | +37.5% | -17.8% | +55.3% | +50.3% |
| 1Y | +50.3% | -22.2% | +72.4% | +68.4% |
| All | +210.2% | -33.6% | +243.8% | +261.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling