-33.2%
CPRT vs EWJ
+64.0%
-97.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +4.0% | -2.4% | +6.4% | +4.5% |
| 30D | +18.2% | -7.6% | +25.9% | +20.2% |
| 3M | +9.2% | -5.9% | +15.1% | +10.4% |
| 6M | -4.8% | -1.5% | -3.4% | -5.2% |
| YTD | -17.5% | +12.6% | -30.1% | -22.2% |
| 1Y | -22.0% | +12.7% | -34.7% | -26.5% |
| All | -33.2% | +64.0% | -97.1% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling