-12.5%
TLT vs CPRT
+399.1%
-411.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | +0.1% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | +5.1% | +18.8% | -13.7% | +5.7% |
| 3M | -0.2% | +9.4% | -9.6% | +0.1% |
| 6M | -2.9% | -4.4% | +1.5% | -3.1% |
| YTD | -2.7% | -17.1% | +14.4% | -3.4% |
| 1Y | -4.6% | -19.9% | +15.3% | -5.4% |
| 3Y | +6.1% | -30.5% | +36.6% | +5.1% |
| 5Y | -35.1% | -15.9% | -19.2% | -35.2% |
| 10Y | -12.5% | +386.7% | -399.2% | +7.0% |
| All | -12.5% | +399.1% | -411.6% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling