+54.6%
TER vs CPRT
-17.4%
+72.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | -20.5% | +6.0% | -26.5% | -22.5% |
| 30D | -47.0% | +20.0% | -67.0% | -51.3% |
| 3M | -43.3% | +10.1% | -53.4% | -47.0% |
| 6M | -42.9% | -4.3% | -38.6% | -43.8% |
| YTD | +12.9% | -18.4% | +31.3% | +21.9% |
| 1Y | +18.2% | -20.1% | +38.3% | +29.1% |
| 3Y | +151.8% | -30.4% | +182.2% | +188.0% |
| All | +54.6% | -17.4% | +72.0% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling