+132.3%
EEM vs CPRT
+410.9%
-278.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | +5.1% | +8.2% | -3.2% | +2.3% |
| 3M | +4.6% | +2.3% | +2.3% | +2.9% |
| 6M | +17.8% | -14.7% | +32.5% | +22.7% |
| YTD | +25.8% | -18.2% | +44.0% | +32.4% |
| 1Y | +36.4% | -33.4% | +69.8% | +53.6% |
| 3Y | +90.0% | -28.3% | +118.3% | +103.8% |
| 5Y | +46.6% | -9.8% | +56.4% | +40.6% |
| 10Y | +132.3% | +412.4% | -280.1% | +23.0% |
| All | +132.3% | +410.9% | -278.7% | +23.0% |
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 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