+21,200.5%
CPRT vs EMR
+2,404.3%
+18,796.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.9% | 0.0% |
| 7D | +1.6% | +2.1% | -0.5% | +0.8% |
| 30D | +18.8% | +4.8% | +14.0% | +16.6% |
| 3M | +9.4% | +7.5% | +1.9% | +6.0% |
| 6M | -4.4% | +20.9% | -25.2% | -11.9% |
| YTD | -17.1% | +29.2% | -46.3% | -26.0% |
| 1Y | -19.9% | +33.0% | -52.9% | -29.4% |
| 3Y | -30.5% | +109.8% | -140.3% | -49.5% |
| 5Y | -15.9% | +91.9% | -107.9% | -37.4% |
| 10Y | +386.7% | +301.5% | +85.2% | +167.2% |
| All | +21,200.5% | +2,404.3% | +18,796.2% | +6,485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling