+374.9%
CPRT vs EWJ
+144.4%
+230.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -4.1% |
| 7D | -11.2% | +0.3% | -11.5% | -11.4% |
| 30D | +3.3% | +0.8% | +2.5% | +2.6% |
| 3M | -3.6% | +7.5% | -11.1% | -9.3% |
| 6M | -15.8% | +15.6% | -31.3% | -25.7% |
| YTD | -23.5% | +22.7% | -46.2% | -36.1% |
| 1Y | -38.8% | +26.4% | -65.2% | -50.3% |
| 3Y | -33.4% | +72.5% | -106.0% | -60.2% |
| 5Y | -16.4% | +52.4% | -68.8% | -43.9% |
| All | +374.9% | +144.4% | +230.5% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling