+17.2%
CME vs CPRT
-22.3%
+39.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +13.5% | +21.4% | -7.9% | +10.5% |
| 3M | +20.9% | +10.4% | +10.5% | +18.7% |
| 6M | +11.5% | -4.3% | +15.8% | +10.2% |
| YTD | +19.5% | -18.3% | +37.7% | +17.6% |
| 1Y | +17.2% | -22.5% | +39.7% | +12.9% |
| All | +17.2% | -22.3% | +39.6% | +12.9% |
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