-92.9%
CDE vs CPRT
+22,534.7%
-22,627.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 3M | -24.2% | +8.3% | -32.5% | -25.6% |
| 6M | -29.1% | -3.4% | -25.7% | -29.1% |
| YTD | -21.5% | -18.7% | -2.8% | -18.8% |
| 1Y | -7.4% | -23.5% | +16.1% | -3.2% |
| 3Y | +596.3% | -34.2% | +630.5% | +648.2% |
| 5Y | +95.7% | -18.2% | +113.9% | +100.6% |
| 10Y | +53.0% | +370.9% | -318.0% | +18.7% |
| All | -92.9% | +22,534.7% | -22,627.5% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling