+131.3%
TLT vs CPRT
+3,650.6%
-3,519.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | +0.1% | +6.0% | -5.9% | +0.5% |
| 30D | +6.2% | +20.0% | -13.8% | +7.4% |
| 3M | +0.1% | +10.1% | -10.1% | +0.8% |
| 6M | -3.0% | -4.3% | +1.4% | -3.1% |
| YTD | -2.7% | -18.4% | +15.7% | -3.8% |
| 1Y | -4.8% | -20.1% | +15.2% | -6.0% |
| 3Y | +6.9% | -30.4% | +37.3% | +5.0% |
| 5Y | -34.5% | -17.0% | -17.5% | -34.5% |
| 10Y | -17.3% | +403.2% | -420.5% | -1.5% |
| All | +131.3% | +3,650.6% | -3,519.2% | +218.1% |
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 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