-33.1%
CPRT vs ED
+14.2%
-47.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +9.9% | +1.1% | +8.8% | +9.7% |
| 3M | +5.6% | +4.6% | +1.0% | +5.5% |
| 6M | -13.6% | -2.0% | -11.7% | -13.6% |
| YTD | -16.7% | +11.7% | -28.4% | -18.1% |
| 1Y | -33.1% | +15.7% | -48.9% | -35.3% |
| All | -33.1% | +14.2% | -47.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling