-33.1%
CPRT vs EIX
+15.0%
-48.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -3.5% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | +9.9% | -13.5% | +23.5% | +10.4% |
| 3M | +5.6% | -15.3% | +20.9% | +6.5% |
| 6M | -13.6% | -15.3% | +1.7% | -13.0% |
| YTD | -16.7% | +2.7% | -19.5% | -19.6% |
| 1Y | -33.1% | +17.4% | -50.6% | -38.1% |
| All | -33.1% | +15.0% | -48.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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