+34.0%
CDE vs CPRT
-38.3%
+72.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.8% |
| 7D | -3.1% | -11.2% | +8.1% | -0.4% |
| 30D | +9.5% | +3.3% | +6.2% | +9.9% |
| 3M | +25.5% | -3.6% | +29.1% | +27.4% |
| 6M | -7.9% | -15.8% | +7.9% | -3.3% |
| YTD | +15.6% | -23.5% | +39.1% | +22.3% |
| 1Y | +34.0% | -38.8% | +72.8% | +43.7% |
| All | +34.0% | -38.3% | +72.4% | +43.7% |
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