-32.5%
CPRT vs EWJ
+31.1%
-63.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +2.2% | +2.5% | -0.3% | +2.3% |
| 30D | +16.6% | +3.3% | +13.4% | +16.8% |
| 3M | +9.6% | +5.0% | +4.6% | +10.2% |
| 6M | -11.1% | +11.5% | -22.7% | -11.6% |
| YTD | -13.9% | +22.4% | -36.3% | -14.7% |
| 1Y | -32.5% | +30.2% | -62.7% | -33.9% |
| All | -32.5% | +31.1% | -63.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling