+8,342.8%
ETN vs CPRT
+23,878.7%
-15,535.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.4% |
| 7D | +2.0% | +2.2% | -0.2% | +1.5% |
| 30D | -7.9% | +16.6% | -24.6% | -11.2% |
| 3M | -1.6% | +9.6% | -11.2% | -4.4% |
| 6M | +16.9% | -11.1% | +28.0% | +18.6% |
| YTD | +30.1% | -13.9% | +43.9% | +32.6% |
| 1Y | +19.3% | -32.5% | +51.8% | +28.4% |
| 3Y | +82.5% | -25.0% | +107.6% | +91.7% |
| 5Y | +166.8% | -7.4% | +174.2% | +166.3% |
| 10Y | +649.7% | +422.0% | +227.7% | +441.3% |
| All | +8,342.8% | +23,878.7% | -15,535.9% | +4,147.3% |
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