+230.2%
EWY vs CPRT
-27.3%
+257.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | +14.3% | +9.9% | +4.4% | +13.2% |
| 3M | +2.3% | +5.6% | -3.3% | +1.7% |
| 6M | +49.9% | -13.6% | +63.5% | +56.2% |
| YTD | +95.3% | -16.7% | +112.1% | +104.5% |
| 1Y | +161.7% | -33.1% | +194.9% | +192.6% |
| 3Y | +230.2% | -27.1% | +257.2% | +236.4% |
| All | +230.2% | -27.3% | +257.5% | +236.4% |
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