-17.4%
TOST vs CPRT
-31.2%
+13.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | +2.2% | -5.6% | -4.3% |
| 30D | -2.4% | +16.6% | -19.1% | -9.1% |
| 3M | +34.6% | +9.6% | +25.0% | +28.4% |
| 6M | +15.2% | -11.1% | +26.3% | +24.9% |
| YTD | -4.4% | -13.9% | +9.5% | +5.4% |
| 1Y | -17.4% | -32.5% | +15.1% | -8.7% |
| All | -17.4% | -31.2% | +13.8% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling