+50.8%
CDE vs CPRT
-31.2%
+82.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | +2.2% | -1.7% | 0.0% |
| 30D | +21.9% | +16.6% | +5.2% | +19.0% |
| 3M | +14.9% | +9.6% | +5.3% | +13.2% |
| 6M | -10.5% | -11.1% | +0.6% | -7.5% |
| YTD | +19.3% | -13.9% | +33.1% | +22.7% |
| 1Y | +50.8% | -32.5% | +83.3% | +44.8% |
| All | +50.8% | -31.2% | +82.0% | +44.8% |
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