+40.5%
EEM vs CPRT
-31.2%
+71.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +2.3% | +2.2% | +0.1% | +2.5% |
| 30D | +4.5% | +16.6% | -12.1% | +5.9% |
| 3M | -0.1% | +9.6% | -9.6% | +1.1% |
| 6M | +16.9% | -11.1% | +28.1% | +18.0% |
| YTD | +26.2% | -13.9% | +40.1% | +27.3% |
| 1Y | +40.5% | -32.5% | +73.0% | +41.0% |
| All | +40.5% | -31.2% | +71.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling