+385.2%
CPRT vs EMR
+294.2%
+90.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +4.0% | +0.7% | +3.3% | +3.6% |
| 30D | +18.2% | +3.5% | +14.7% | +16.3% |
| 3M | +9.2% | +5.9% | +3.2% | +5.9% |
| 6M | -4.8% | +19.4% | -24.3% | -13.2% |
| YTD | -17.5% | +27.7% | -45.2% | -27.7% |
| 1Y | -22.0% | +30.9% | -52.9% | -32.7% |
| 3Y | -33.7% | +104.2% | -137.9% | -55.3% |
| 5Y | -15.0% | +89.6% | -104.6% | -41.4% |
| 10Y | +385.2% | +280.0% | +105.1% | +123.9% |
| All | +385.2% | +294.2% | +90.9% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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