+56.7%
TOST vs CPRT
-25.5%
+82.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | +2.2% | -5.6% | -4.5% |
| 30D | -2.4% | +16.6% | -19.1% | -10.4% |
| 3M | +34.6% | +9.6% | +25.0% | +27.0% |
| 6M | +15.2% | -11.1% | +26.3% | +22.5% |
| YTD | -4.4% | -13.9% | +9.5% | +3.5% |
| 1Y | -17.4% | -32.5% | +15.1% | +2.3% |
| All | +56.7% | -25.5% | +82.2% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling