+51.6%
CDE vs CPRT
+368.4%
-316.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -9.6% | -0.4% | -9.3% | -9.4% |
| 30D | -6.7% | +21.2% | -27.8% | -14.6% |
| 3M | -24.2% | +8.3% | -32.5% | -27.4% |
| 6M | -29.1% | -3.4% | -25.7% | -29.2% |
| YTD | -21.5% | -18.7% | -2.8% | -15.1% |
| 1Y | -7.4% | -23.5% | +16.1% | +2.8% |
| 3Y | +596.3% | -34.2% | +630.5% | +718.6% |
| 5Y | +95.7% | -18.2% | +113.9% | +101.0% |
| All | +51.6% | +368.4% | -316.8% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling