+305.8%
CME vs CPRT
+384.2%
-78.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.5% | -1.4% | +3.8% | +2.8% |
| 30D | +13.9% | +21.5% | -7.6% | +8.2% |
| 3M | +22.4% | +9.4% | +13.0% | +18.9% |
| 6M | +12.9% | -3.3% | +16.2% | +12.9% |
| YTD | +19.6% | -17.8% | +37.4% | +24.5% |
| 1Y | +17.7% | -22.2% | +39.9% | +24.2% |
| 3Y | +65.3% | -34.0% | +99.3% | +77.8% |
| 5Y | +75.1% | -15.4% | +90.6% | +69.5% |
| 10Y | +305.8% | +376.0% | -70.2% | +124.0% |
| All | +305.8% | +384.2% | -78.5% | +124.0% |
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 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