+3,909.1%
CMG vs CPRT
+1,935.5%
+1,973.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +2.5% | -0.4% | +2.8% | +2.7% |
| 30D | +15.6% | +21.2% | -5.6% | +5.6% |
| 3M | +8.2% | +8.3% | -0.1% | +3.6% |
| 6M | +9.9% | -3.4% | +13.2% | +10.1% |
| YTD | -4.6% | -18.7% | +14.0% | +3.4% |
| 1Y | +12.4% | -23.5% | +36.0% | +25.4% |
| 3Y | -18.0% | -34.2% | +16.2% | -3.4% |
| 5Y | -5.3% | -18.2% | +12.9% | -0.7% |
| 10Y | +344.2% | +370.9% | -26.7% | +108.9% |
| All | +3,909.1% | +1,935.5% | +1,973.6% | +838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling