-18.0%
CMG vs CPRT
-34.3%
+16.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.5% | -0.4% | +2.8% | +2.6% |
| 30D | +15.6% | +21.2% | -5.6% | +7.3% |
| 3M | +8.2% | +8.3% | -0.1% | +4.2% |
| 6M | +9.9% | -3.4% | +13.2% | +10.4% |
| YTD | -4.6% | -18.7% | +14.0% | +2.9% |
| 1Y | +12.4% | -23.5% | +36.0% | +24.5% |
| 3Y | -18.0% | -34.2% | +16.2% | -3.7% |
| All | -18.0% | -34.3% | +16.3% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling