+7,418.1%
CME vs CPRT
+4,086.7%
+3,331.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.9% | +6.0% | -5.1% | -1.1% |
| 30D | +13.2% | +20.0% | -6.8% | +6.5% |
| 3M | +16.3% | +10.1% | +6.1% | +11.9% |
| 6M | +7.1% | -4.3% | +11.4% | +7.5% |
| YTD | +15.8% | -18.4% | +34.2% | +21.8% |
| 1Y | +17.1% | -20.1% | +37.2% | +23.9% |
| 3Y | +63.2% | -30.4% | +93.6% | +75.5% |
| 5Y | +70.2% | -17.0% | +87.2% | +68.0% |
| 10Y | +337.0% | +403.2% | -66.3% | +112.6% |
| All | +7,418.1% | +4,086.7% | +3,331.4% | +2,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling