-3.0%
CMG vs CPRT
-9.0%
+6.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | +12.7% | +9.9% | +2.8% | +6.5% |
| 3M | +26.3% | +5.6% | +20.6% | +20.9% |
| 6M | +4.5% | -13.6% | +18.1% | +12.3% |
| YTD | -0.1% | -16.7% | +16.6% | +9.3% |
| 1Y | -6.8% | -33.1% | +26.3% | +15.7% |
| 3Y | -5.0% | -27.1% | +22.1% | +6.8% |
| 5Y | -3.0% | -9.9% | +6.8% | -12.7% |
| All | -3.0% | -9.0% | +6.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling