-9.6%
EEM vs CPRT
-3.9%
-5.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +3.1% |
| 7D | -0.1% | +1.6% | -1.8% | +0.1% |
| 30D | -8.6% | +18.8% | -27.4% | -6.2% |
| 3M | -7.0% | +9.4% | -16.4% | -4.8% |
| All | -9.6% | -3.9% | -5.7% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling