-44.8%
TOST vs CPRT
-9.0%
-35.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.3% |
| 7D | +3.0% | +4.0% | -1.0% | -0.4% |
| 30D | +10.3% | +18.2% | -8.0% | -4.8% |
| 3M | -3.3% | +9.2% | -12.4% | -12.4% |
| 6M | +37.8% | -4.8% | +42.6% | +39.3% |
| YTD | -2.8% | -17.5% | +14.7% | +12.7% |
| 1Y | -9.6% | -22.0% | +12.4% | +10.7% |
| 3Y | +144.6% | -33.7% | +178.4% | +220.2% |
| 5Y | -31.0% | -15.0% | -16.0% | -40.1% |
| All | -44.8% | -9.0% | -35.8% | -53.6% |
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