+18,802.9%
CPRT vs EME
+61,143.5%
-42,340.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +16.6% | -8.3% | +24.9% | +18.6% |
| 3M | +9.6% | -10.7% | +20.3% | +10.8% |
| 6M | -11.1% | +1.9% | -13.0% | -13.2% |
| YTD | -13.9% | +23.5% | -37.3% | -19.8% |
| 1Y | -32.5% | +18.0% | -50.5% | -37.1% |
| 3Y | -25.0% | +236.1% | -261.1% | -46.7% |
| 5Y | -7.4% | +527.9% | -535.3% | -43.4% |
| 10Y | +422.0% | +1,252.8% | -830.8% | +162.9% |
| All | +18,802.9% | +61,143.5% | -42,340.6% | +6,069.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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