+741.3%
EEM vs CPRT
+6,360.0%
-5,618.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.9% | +4.0% | -4.9% | -2.4% |
| 30D | -9.3% | +18.2% | -27.6% | -15.4% |
| 3M | -7.1% | +9.2% | -16.2% | -11.3% |
| 6M | -10.4% | -4.8% | -5.6% | -10.7% |
| YTD | +11.3% | -17.5% | +28.8% | +16.7% |
| 1Y | +11.3% | -22.0% | +33.3% | +19.2% |
| 3Y | +69.6% | -33.7% | +103.3% | +89.6% |
| 5Y | +33.6% | -15.0% | +48.6% | +31.1% |
| 10Y | +114.1% | +385.2% | -271.1% | -8.0% |
| All | +741.3% | +6,360.0% | -5,618.7% | +60.1% |
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