-19.8%
CEG vs CPRT
-22.3%
+2.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.7% |
| 7D | +17.8% | -1.5% | +19.3% | +17.4% |
| 30D | -4.5% | +21.3% | -25.9% | -0.5% |
| 3M | +1.5% | +10.4% | -8.9% | +4.9% |
| 6M | -3.5% | -4.3% | +0.8% | -1.9% |
| YTD | -19.7% | -18.3% | -1.4% | -17.5% |
| 1Y | -19.8% | -22.5% | +2.7% | -21.1% |
| All | -19.8% | -22.3% | +2.6% | -21.1% |
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 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