+106.1%
TOST vs CPRT
-29.5%
+135.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +11.6% | +9.9% | +1.7% | +6.7% |
| 30D | +16.2% | +21.1% | -4.9% | +6.1% |
| 3M | +1.0% | +12.3% | -11.3% | -5.4% |
| 6M | +23.2% | -2.0% | +25.2% | +22.8% |
| YTD | -1.0% | -17.0% | +16.1% | +8.3% |
| 1Y | -9.9% | -22.5% | +12.6% | +2.1% |
| All | +106.1% | -29.5% | +135.6% | +138.7% |
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