-7.6%
CMG vs CPRT
-28.6%
+21.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +12.1% | +8.2% | +3.9% | +8.3% |
| 3M | +20.6% | +2.3% | +18.3% | +18.5% |
| 6M | +2.1% | -14.7% | +16.8% | +8.4% |
| YTD | -2.6% | -18.2% | +15.6% | +5.0% |
| 1Y | -8.7% | -33.4% | +24.7% | +7.1% |
| All | -7.6% | -28.6% | +21.0% | +4.6% |
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 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