+47.0%
EEM vs CPRT
-9.0%
+56.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.9% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +4.9% | +9.9% | -5.1% | +2.5% |
| 3M | +5.2% | +5.6% | -0.4% | +3.3% |
| 6M | +20.7% | -13.6% | +34.3% | +25.0% |
| YTD | +26.5% | -16.7% | +43.2% | +31.8% |
| 1Y | +37.8% | -33.1% | +71.0% | +53.4% |
| 3Y | +91.0% | -27.1% | +118.0% | +101.0% |
| 5Y | +47.0% | -9.9% | +56.9% | +35.0% |
| All | +47.0% | -9.0% | +56.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling