+282.1%
CME vs CPRT
+411.2%
-129.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +5.5% | +9.9% | -4.4% | +2.7% |
| 3M | +11.0% | +5.6% | +5.3% | +8.7% |
| 6M | -9.7% | -13.6% | +3.9% | -6.7% |
| YTD | +4.9% | -16.7% | +21.6% | +9.1% |
| 1Y | +10.1% | -33.1% | +43.2% | +21.5% |
| 3Y | +53.5% | -27.1% | +80.6% | +60.0% |
| 5Y | +77.2% | -9.9% | +87.0% | +68.0% |
| 10Y | +282.1% | +415.3% | -133.2% | +108.3% |
| All | +282.1% | +411.2% | -129.0% | +108.3% |
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