+1,217.5%
CPRT vs EMB
+132.1%
+1,085.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +16.6% | -0.3% | +16.9% | +16.9% |
| 3M | +9.6% | -0.4% | +10.0% | +9.9% |
| 6M | -11.1% | +0.1% | -11.2% | -11.2% |
| YTD | -13.9% | +1.6% | -15.5% | -14.8% |
| 1Y | -32.5% | +5.6% | -38.1% | -35.0% |
| 3Y | -25.0% | +29.8% | -54.9% | -37.0% |
| 5Y | -7.4% | +7.3% | -14.7% | -12.8% |
| 10Y | +422.0% | +30.4% | +391.5% | +350.7% |
| All | +1,217.5% | +132.1% | +1,085.4% | +877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling