+79.1%
CME vs CPRT
-7.1%
+86.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | +6.2% | +16.6% | -10.4% | +3.5% |
| 3M | +10.4% | +9.6% | +0.8% | +8.5% |
| 6M | -9.5% | -11.1% | +1.6% | -8.1% |
| YTD | +6.0% | -13.9% | +19.9% | +8.0% |
| 1Y | +9.3% | -32.5% | +41.8% | +16.1% |
| 3Y | +57.7% | -25.0% | +82.7% | +58.6% |
| All | +79.1% | -7.1% | +86.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling