+5,121.2%
TER vs CPRT
+23,878.7%
-18,757.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.3% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | -8.3% | +16.6% | -24.9% | -13.4% |
| 3M | -12.2% | +9.6% | -21.8% | -16.9% |
| 6M | +17.1% | -11.1% | +28.2% | +18.9% |
| YTD | +84.7% | -13.9% | +98.5% | +88.4% |
| 1Y | +199.9% | -32.5% | +232.4% | +232.4% |
| 3Y | +232.8% | -25.0% | +257.8% | +254.9% |
| 5Y | +198.6% | -7.4% | +206.0% | +199.0% |
| 10Y | +1,669.7% | +422.0% | +1,247.8% | +926.1% |
| All | +5,121.2% | +23,878.7% | -18,757.4% | +1,223.7% |
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 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