+308.8%
EWY vs CPRT
+410.9%
-102.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +6.7% | -0.4% | +7.1% | +6.7% |
| 30D | +17.0% | +8.2% | +8.7% | +13.6% |
| 3M | +3.7% | +2.3% | +1.4% | +1.6% |
| 6M | +42.5% | -14.7% | +57.2% | +49.2% |
| YTD | +96.2% | -18.2% | +114.4% | +107.5% |
| 1Y | +160.4% | -33.4% | +193.7% | +197.8% |
| 3Y | +231.7% | -28.3% | +260.0% | +260.4% |
| 5Y | +153.3% | -9.8% | +163.1% | +143.5% |
| 10Y | +308.8% | +412.4% | -103.5% | +109.2% |
| All | +308.8% | +410.9% | -102.1% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling