-18.7%
CPRT vs EWJ
+47.4%
-66.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -0.4% | +4.0% | -4.3% | -2.3% |
| 30D | +21.2% | -4.3% | +25.4% | +23.5% |
| 3M | +8.3% | -6.8% | +15.1% | +11.7% |
| 6M | -3.4% | -0.9% | -2.5% | -4.3% |
| YTD | -18.7% | +14.3% | -33.0% | -27.2% |
| 1Y | -23.5% | +15.3% | -38.8% | -32.0% |
| 3Y | -34.2% | +65.6% | -99.8% | -58.2% |
| All | -18.7% | +47.4% | -66.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling