+321.2%
CMG vs CPRT
+392.8%
-71.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.3% |
| 7D | -3.8% | -8.4% | +4.6% | +0.3% |
| 30D | +12.9% | +4.6% | +8.3% | +9.8% |
| 3M | +18.8% | -1.9% | +20.7% | +18.4% |
| 6M | +4.1% | -15.3% | +19.4% | +11.8% |
| YTD | -2.4% | -21.5% | +19.1% | +8.7% |
| 1Y | -6.7% | -36.6% | +30.0% | +15.7% |
| 3Y | -7.1% | -31.2% | +24.1% | +7.8% |
| 5Y | -5.0% | -14.1% | +9.2% | -3.9% |
| All | +321.2% | +392.8% | -71.6% | +116.3% |
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