+781.5%
CDE vs CPRT
-31.4%
+812.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.5% |
| 7D | -6.1% | -8.4% | +2.4% | -2.6% |
| 30D | +9.5% | +4.6% | +4.9% | +7.8% |
| 3M | +32.0% | -1.9% | +33.9% | +32.7% |
| 6M | -12.8% | -15.3% | +2.5% | -6.2% |
| YTD | +14.2% | -21.5% | +35.7% | +27.1% |
| 1Y | +36.3% | -36.6% | +72.9% | +67.5% |
| All | +781.5% | -31.4% | +812.9% | +925.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling