+12,720.3%
CPRT vs EWJ
+156.6%
+12,563.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | +2.5% | -0.3% | +1.2% |
| 30D | +16.6% | +3.3% | +13.4% | +15.1% |
| 3M | +9.6% | +5.0% | +4.6% | +6.9% |
| 6M | -11.1% | +11.5% | -22.7% | -15.7% |
| YTD | -13.9% | +22.4% | -36.3% | -21.5% |
| 1Y | -32.5% | +30.2% | -62.7% | -40.2% |
| 3Y | -25.0% | +72.8% | -97.8% | -41.2% |
| 5Y | -7.4% | +54.1% | -61.5% | -23.8% |
| 10Y | +422.0% | +140.6% | +281.4% | +268.3% |
| All | +12,720.3% | +156.6% | +12,563.6% | +8,802.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling