+62.4%
EWY vs CPRT
-24.7%
+87.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -0.7% |
| 7D | -8.3% | +12.6% | -20.9% | -5.7% |
| 30D | -20.5% | +18.0% | -38.5% | -17.3% |
| 3M | -11.1% | +11.0% | -22.1% | -7.6% |
| 6M | -7.0% | -2.0% | -5.0% | -2.4% |
| YTD | +56.5% | -16.7% | +73.1% | +63.3% |
| 1Y | +62.4% | -23.9% | +86.3% | +71.9% |
| All | +62.4% | -24.7% | +87.1% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling