+324.6%
CMG vs CPRT
+370.9%
-46.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -0.6% | -1.5% | +0.8% | +0.1% |
| 30D | +15.9% | +21.4% | -5.5% | +5.2% |
| 3M | +7.8% | +10.4% | -2.6% | +1.8% |
| 6M | +7.7% | -4.3% | +12.0% | +8.5% |
| YTD | -4.9% | -18.3% | +13.3% | +3.5% |
| 1Y | +12.3% | -22.5% | +34.8% | +25.5% |
| 3Y | -17.1% | -34.3% | +17.3% | -1.1% |
| 5Y | -5.6% | -17.8% | +12.2% | -2.8% |
| All | +324.6% | +370.9% | -46.4% | +122.8% |
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