-34.5%
TLT vs CPRT
-18.6%
-15.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | +1.0% | +21.2% | -20.1% | -0.2% |
| 3M | -2.7% | +8.3% | -11.0% | -3.4% |
| 6M | -4.1% | -3.4% | -0.8% | -4.2% |
| YTD | -5.4% | -18.7% | +13.3% | -4.4% |
| 1Y | -7.0% | -23.5% | +16.5% | -5.8% |
| 3Y | +2.8% | -34.2% | +37.0% | +4.8% |
| All | -34.5% | -18.6% | -15.9% | -37.1% |
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