+91.0%
EEM vs CPRT
-27.3%
+118.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +4.9% | +9.9% | -5.1% | +3.8% |
| 3M | +5.2% | +5.6% | -0.4% | +4.5% |
| 6M | +20.7% | -13.6% | +34.3% | +24.0% |
| YTD | +26.5% | -16.7% | +43.2% | +30.6% |
| 1Y | +37.8% | -33.1% | +71.0% | +49.3% |
| 3Y | +91.0% | -27.1% | +118.0% | +94.7% |
| All | +91.0% | -27.3% | +118.3% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling