+12,237.4%
CPRT vs EWJ
+138.9%
+12,098.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.1% | +0.1% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +18.8% | -6.5% | +25.3% | +21.8% |
| 3M | +9.4% | -5.6% | +15.0% | +11.6% |
| 6M | -4.4% | -0.3% | -4.1% | -5.2% |
| YTD | -17.1% | +13.9% | -31.0% | -22.5% |
| 1Y | -19.9% | +14.6% | -34.5% | -25.3% |
| 3Y | -30.5% | +66.6% | -97.1% | -44.9% |
| 5Y | -15.9% | +47.7% | -63.6% | -29.8% |
| 10Y | +386.7% | +126.0% | +260.7% | +251.3% |
| All | +12,237.4% | +138.9% | +12,098.5% | +8,689.9% |
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