+412.4%
CPRT vs EMB
+29.7%
+382.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +8.2% | -0.3% | +8.5% | +8.6% |
| 3M | +2.3% | -0.3% | +2.6% | +2.6% |
| 6M | -14.7% | +0.7% | -15.5% | -15.5% |
| YTD | -18.2% | +1.3% | -19.5% | -19.4% |
| 1Y | -33.4% | +4.7% | -38.1% | -36.7% |
| 3Y | -28.3% | +30.1% | -58.4% | -46.2% |
| 5Y | -9.8% | +6.9% | -16.7% | -15.9% |
| 10Y | +412.4% | +30.7% | +381.6% | +318.6% |
| All | +412.4% | +29.7% | +382.7% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling