+5.6%
CDE vs CPRT
-24.7%
+30.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.0% | +3.7% | +7.7% |
| 7D | +1.1% | +12.6% | -11.5% | -1.2% |
| 30D | -14.5% | +18.0% | -32.5% | -17.3% |
| 3M | -10.1% | +11.0% | -21.0% | -11.3% |
| 6M | -16.9% | -2.0% | -14.9% | -14.8% |
| YTD | -18.1% | -16.7% | -1.5% | -11.7% |
| 1Y | +5.6% | -23.9% | +29.5% | +9.1% |
| All | +5.6% | -24.7% | +30.3% | +9.1% |
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