+579.5%
CEG vs CPRT
-3.2%
+582.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +11.8% | -1.4% | +13.2% | +12.2% |
| 30D | -6.5% | +21.5% | -28.0% | -11.1% |
| 3M | -1.2% | +9.4% | -10.6% | -4.1% |
| 6M | -8.0% | -3.3% | -4.7% | -7.7% |
| YTD | -21.9% | -17.8% | -4.1% | -17.3% |
| 1Y | -21.4% | -22.2% | +0.7% | -15.2% |
| 3Y | +130.0% | -34.0% | +164.0% | +162.4% |
| All | +579.5% | -3.2% | +582.7% | +517.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling