+175.7%
ETN vs CPRT
-14.1%
+189.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | 0.0% |
| 7D | +3.0% | -8.4% | +11.5% | +6.2% |
| 30D | -10.9% | +4.6% | -15.5% | -12.8% |
| 3M | +9.2% | -1.9% | +11.2% | +8.5% |
| 6M | +13.9% | -15.3% | +29.2% | +20.4% |
| YTD | +29.5% | -21.5% | +51.0% | +41.1% |
| 1Y | +14.2% | -36.6% | +50.8% | +38.8% |
| 3Y | +79.9% | -31.2% | +111.1% | +105.8% |
| 5Y | +175.7% | -14.1% | +189.8% | +168.9% |
| All | +175.7% | -14.1% | +189.8% | +168.9% |
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