-31.9%
CEG vs CPRT
-24.7%
-7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.0% | -11.7% | -5.7% |
| 7D | -4.8% | +12.6% | -17.4% | -2.5% |
| 30D | -8.2% | +18.0% | -26.2% | -4.9% |
| 3M | -7.9% | +11.0% | -18.9% | -4.9% |
| 6M | -23.2% | -2.0% | -21.2% | -21.3% |
| YTD | -30.1% | -16.7% | -13.5% | -27.2% |
| 1Y | -31.9% | -23.9% | -8.0% | -29.6% |
| All | -31.9% | -24.7% | -7.2% | -29.6% |
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