-4.7%
TOST vs CPRT
-23.4%
+18.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | +9.4% | +6.0% | +3.4% | +6.8% |
| 30D | +13.5% | +20.0% | -6.5% | +5.2% |
| 3M | -0.1% | +10.1% | -10.3% | -5.3% |
| 6M | +22.5% | -4.3% | +26.8% | +24.1% |
| YTD | -2.4% | -18.4% | +16.0% | +11.0% |
| 1Y | -4.7% | -20.1% | +15.4% | +8.8% |
| All | -4.7% | -23.4% | +18.7% | +8.8% |
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 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