+3,981.8%
CMG vs CPRT
+1,965.5%
+2,016.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +8.0% | +4.0% | +4.0% | +6.1% |
| 30D | +13.7% | +18.2% | -4.5% | +5.1% |
| 3M | +11.8% | +9.2% | +2.6% | +6.6% |
| 6M | +10.6% | -4.8% | +15.4% | +11.6% |
| YTD | -2.9% | -17.5% | +14.6% | +4.6% |
| 1Y | +17.8% | -22.0% | +39.8% | +30.3% |
| 3Y | -15.3% | -33.7% | +18.4% | -0.6% |
| 5Y | -0.9% | -15.0% | +14.1% | +2.2% |
| 10Y | +358.4% | +385.2% | -26.8% | +112.6% |
| All | +3,981.8% | +1,965.5% | +2,016.3% | +849.2% |
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