-5.7%
CPRT vs EIX
+22.8%
-28.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +2.2% | -19.1% | +21.3% | +5.3% |
| 30D | +16.6% | -16.9% | +33.5% | +19.4% |
| 3M | +9.6% | -20.0% | +29.6% | +12.9% |
| 6M | -11.1% | -21.3% | +10.2% | -8.3% |
| YTD | -13.9% | -1.7% | -12.2% | -15.6% |
| 1Y | -32.5% | +9.6% | -42.1% | -35.6% |
| 3Y | -25.0% | -3.7% | -21.4% | -28.4% |
| All | -5.7% | +22.8% | -28.5% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling