+157.0%
EWY vs CPRT
-34.3%
+191.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +4.2% | -0.4% | +4.6% | +4.2% |
| 30D | -10.7% | +21.2% | -31.8% | -11.4% |
| 3M | -20.1% | +8.3% | -28.4% | -20.1% |
| 6M | -24.3% | -3.4% | -20.9% | -23.0% |
| YTD | +46.9% | -18.7% | +65.6% | +54.6% |
| 1Y | +55.2% | -23.5% | +78.7% | +66.1% |
| 3Y | +157.0% | -34.2% | +191.1% | +179.6% |
| All | +157.0% | -34.3% | +191.3% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling