-40.6%
TOST vs CPRT
-17.4%
-23.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | 0.0% |
| 7D | +9.4% | +6.0% | +3.4% | +4.0% |
| 30D | +13.5% | +20.0% | -6.5% | -3.4% |
| 3M | -0.1% | +10.1% | -10.3% | -10.5% |
| 6M | +22.5% | -4.3% | +26.8% | +23.0% |
| YTD | -2.4% | -18.4% | +16.0% | +14.5% |
| 1Y | -4.7% | -20.1% | +15.4% | +13.9% |
| 3Y | +103.2% | -30.4% | +133.6% | +146.6% |
| All | -40.6% | -17.4% | -23.2% | -44.5% |
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