+98.5%
EWY vs CPRT
-18.6%
+117.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | -10.7% | +21.2% | -31.8% | -14.8% |
| 3M | -20.1% | +8.3% | -28.4% | -22.0% |
| 6M | -24.3% | -3.4% | -20.9% | -24.1% |
| YTD | +46.9% | -18.7% | +65.6% | +55.4% |
| 1Y | +55.2% | -23.5% | +78.7% | +68.0% |
| 3Y | +157.0% | -34.2% | +191.1% | +186.7% |
| All | +98.5% | -18.6% | +117.2% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling