+121.9%
EEM vs CPRT
+370.9%
-249.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +5.3% | -1.5% | +6.8% | +5.8% |
| 30D | -7.0% | +21.4% | -28.3% | -12.4% |
| 3M | -8.0% | +10.4% | -18.4% | -11.4% |
| 6M | -6.6% | -4.3% | -2.3% | -6.7% |
| YTD | +12.3% | -18.3% | +30.6% | +17.6% |
| 1Y | +12.2% | -22.5% | +34.6% | +19.5% |
| 3Y | +71.2% | -34.3% | +105.6% | +89.1% |
| 5Y | +32.2% | -17.8% | +50.0% | +31.0% |
| All | +121.9% | +370.9% | -249.0% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling