-7.4%
CDE vs CPRT
-22.5%
+15.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -9.6% | -0.4% | -9.3% | -9.5% |
| 30D | -6.7% | +21.2% | -27.8% | -10.7% |
| 3M | -24.2% | +8.3% | -32.5% | -25.0% |
| 6M | -29.1% | -3.4% | -25.7% | -26.9% |
| YTD | -21.5% | -18.7% | -2.8% | -13.7% |
| 1Y | -7.4% | -23.5% | +16.1% | -3.8% |
| All | -7.4% | -22.5% | +15.1% | -3.8% |
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