+160.4%
EWY vs CPRT
-34.0%
+194.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.2% |
| 7D | +6.7% | -0.4% | +7.1% | +6.6% |
| 30D | +17.0% | +8.2% | +8.7% | +19.2% |
| 3M | +3.7% | +2.3% | +1.4% | +6.1% |
| 6M | +42.5% | -14.7% | +57.2% | +45.8% |
| YTD | +96.2% | -18.2% | +114.4% | +99.1% |
| 1Y | +160.4% | -33.4% | +193.7% | +152.2% |
| All | +160.4% | -34.0% | +194.4% | +152.2% |
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 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