+131.2%
TLT vs CPRT
+3,858.3%
-3,727.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | +2.2% | -2.6% | -0.3% |
| 30D | -0.6% | +16.6% | -17.2% | +0.5% |
| 3M | -2.7% | +9.6% | -12.3% | -2.1% |
| 6M | -5.6% | -11.1% | +5.5% | -6.3% |
| YTD | -2.8% | -13.9% | +11.1% | -3.6% |
| 1Y | -1.4% | -32.5% | +31.1% | -3.8% |
| 3Y | -1.6% | -25.0% | +23.4% | -2.9% |
| 5Y | -33.8% | -7.4% | -26.4% | -33.3% |
| 10Y | -21.1% | +422.0% | -443.1% | -5.9% |
| All | +131.2% | +3,858.3% | -3,727.1% | +218.9% |
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