+518.2%
CEG vs CPRT
-3.9%
+522.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | -4.7% | +6.0% | -10.8% | -6.2% |
| 30D | -16.6% | +20.0% | -36.6% | -20.5% |
| 3M | -4.1% | +10.1% | -14.3% | -7.2% |
| 6M | -22.3% | -4.3% | -18.0% | -21.8% |
| YTD | -28.9% | -18.4% | -10.5% | -24.7% |
| 1Y | -28.5% | -20.1% | -8.4% | -23.7% |
| 3Y | +104.3% | -30.4% | +134.7% | +128.0% |
| All | +518.2% | -3.9% | +522.1% | +462.3% |
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 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