-44.5%
TOST vs CPRT
-10.3%
-34.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.9% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +16.2% | +21.2% | -5.0% | -1.7% |
| 3M | -1.5% | +8.3% | -9.8% | -10.3% |
| 6M | +55.3% | -3.4% | +58.7% | +54.2% |
| YTD | -2.3% | -18.7% | +16.4% | +14.7% |
| 1Y | -5.5% | -23.5% | +18.0% | +17.8% |
| 3Y | +151.1% | -34.2% | +185.3% | +229.2% |
| 5Y | -27.9% | -18.2% | -9.7% | -35.3% |
| All | -44.5% | -10.3% | -34.2% | -52.8% |
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