-27.1%
CPRT vs EMR
+62.0%
-89.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +0.4% | +3.1% | -2.7% | -0.4% |
| 30D | +9.9% | -3.5% | +13.4% | +10.9% |
| 3M | +5.6% | +9.8% | -4.1% | +2.3% |
| 6M | -13.6% | +10.8% | -24.4% | -17.0% |
| YTD | -16.7% | +15.9% | -32.7% | -21.2% |
| 1Y | -33.1% | +16.4% | -49.6% | -37.0% |
| 3Y | -27.1% | +62.1% | -89.2% | -38.0% |
| All | -27.1% | +62.0% | -89.0% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling