-24.4%
CPRT vs EIX
-3.4%
-20.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +2.2% | -19.1% | +21.3% | +4.3% |
| 30D | +16.6% | -16.9% | +33.5% | +18.4% |
| 3M | +9.6% | -20.0% | +29.6% | +11.9% |
| 6M | -11.1% | -21.3% | +10.2% | -9.2% |
| YTD | -13.9% | -1.7% | -12.2% | -15.3% |
| 1Y | -32.5% | +9.6% | -42.1% | -34.9% |
| All | -24.4% | -3.4% | -20.9% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling