-44.5%
TOST vs CPRT
-10.0%
-34.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | 0.0% |
| 7D | +9.4% | +6.0% | +3.4% | +4.0% |
| 30D | +13.5% | +20.0% | -6.5% | -3.3% |
| 3M | -0.1% | +10.1% | -10.3% | -10.4% |
| 6M | +22.5% | -4.3% | +26.8% | +23.0% |
| YTD | -2.4% | -18.4% | +16.0% | +14.3% |
| 1Y | -4.7% | -20.1% | +15.4% | +13.7% |
| 3Y | +103.2% | -30.4% | +133.6% | +147.1% |
| 5Y | -41.2% | -17.0% | -24.3% | -47.7% |
| All | -44.5% | -10.0% | -34.5% | -52.9% |
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 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