+19.6%
CME vs CPRT
-24.7%
+44.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | +0.7% |
| 7D | +4.8% | +12.6% | -7.8% | +3.1% |
| 30D | +14.2% | +18.0% | -3.8% | +11.6% |
| 3M | +17.9% | +11.0% | +7.0% | +15.7% |
| 6M | +7.2% | -2.0% | +9.3% | +5.7% |
| YTD | +16.7% | -16.7% | +33.4% | +14.7% |
| 1Y | +19.6% | -23.9% | +43.4% | +16.0% |
| All | +19.6% | -24.7% | +44.3% | +16.0% |
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