+747.7%
EEM vs CPRT
+6,390.0%
-5,642.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.3% |
| 7D | -0.1% | +1.6% | -1.8% | -0.8% |
| 30D | -8.6% | +18.8% | -27.4% | -14.9% |
| 3M | -7.0% | +9.4% | -16.4% | -11.3% |
| 6M | -9.7% | -4.4% | -5.3% | -10.2% |
| YTD | +12.1% | -17.1% | +29.2% | +17.3% |
| 1Y | +14.1% | -19.9% | +34.0% | +20.9% |
| 3Y | +72.1% | -30.5% | +102.6% | +88.5% |
| 5Y | +34.1% | -15.9% | +50.0% | +32.2% |
| 10Y | +109.6% | +386.7% | -277.1% | -10.1% |
| All | +747.7% | +6,390.0% | -5,642.3% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling