+379.2%
CPRT vs EMB
+30.1%
+349.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.0% | -0.1% | +6.1% | +6.2% |
| 30D | +20.0% | +1.3% | +18.7% | +18.5% |
| 3M | +10.1% | -2.2% | +12.4% | +12.9% |
| 6M | -4.3% | -2.3% | -2.0% | -1.8% |
| YTD | -18.4% | -0.6% | -17.8% | -17.9% |
| 1Y | -20.1% | +0.5% | -20.6% | -20.6% |
| 3Y | -30.4% | +29.4% | -59.8% | -47.4% |
| 5Y | -17.0% | +6.5% | -23.5% | -22.2% |
| All | +379.2% | +30.1% | +349.1% | +295.2% |
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