-42.8%
TOST vs CPRT
-14.6%
-28.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -1.1% |
| 7D | +4.0% | +1.6% | +2.4% | +2.5% |
| 30D | +11.1% | +18.8% | -7.7% | -4.6% |
| 3M | +0.8% | +9.4% | -8.6% | -8.9% |
| 6M | +38.8% | -4.4% | +43.2% | +39.8% |
| YTD | -2.1% | -17.1% | +15.0% | +13.2% |
| 1Y | -6.0% | -19.9% | +13.9% | +12.3% |
| 3Y | +149.8% | -30.5% | +180.3% | +206.2% |
| 5Y | -42.8% | -15.9% | -26.8% | -47.5% |
| All | -42.8% | -14.6% | -28.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling