-38.8%
CPRT vs ETHA
-30.1%
-8.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -0.4% | +2.9% | -3.3% | -0.6% |
| 30D | +8.2% | +31.4% | -23.2% | +6.2% |
| 3M | +2.3% | +48.9% | -46.6% | -0.6% |
| 6M | -14.7% | +20.9% | -35.6% | -16.2% |
| YTD | -18.2% | -17.2% | -1.0% | -17.8% |
| 1Y | -33.4% | -42.8% | +9.4% | -31.2% |
| All | -38.8% | -30.1% | -8.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 5y: compounded portfolio wealth divided by compounded ETHA 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…
5y analysis · Full analysis span regression · 6 months rolling