+3,757.1%
TER vs CPRT
+22,655.6%
-18,898.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +24.0% | -1.5% | +25.5% | +24.6% |
| 30D | -30.6% | +21.4% | -52.0% | -35.7% |
| 3M | -34.5% | +10.4% | -44.9% | -38.0% |
| 6M | -26.4% | -4.3% | -22.1% | -28.3% |
| YTD | +36.4% | -18.3% | +54.7% | +39.4% |
| 1Y | +47.4% | -22.5% | +69.9% | +53.3% |
| 3Y | +202.6% | -34.3% | +236.9% | +232.5% |
| 5Y | +83.9% | -17.8% | +101.7% | +88.6% |
| 10Y | +1,068.0% | +373.5% | +694.5% | +587.9% |
| All | +3,757.1% | +22,655.6% | -18,898.4% | +879.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling