+1,236.8%
EWY vs CPRT
+4,557.7%
-3,320.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +4.8% | +2.2% | +2.6% | +4.1% |
| 30D | +11.7% | +16.6% | -5.0% | +6.3% |
| 3M | -7.4% | +9.6% | -17.0% | -11.1% |
| 6M | +40.6% | -11.1% | +51.7% | +43.9% |
| YTD | +94.3% | -13.9% | +108.1% | +100.0% |
| 1Y | +164.3% | -32.5% | +196.8% | +193.4% |
| 3Y | +221.0% | -25.0% | +246.0% | +240.3% |
| 5Y | +139.1% | -7.4% | +146.5% | +133.5% |
| 10Y | +298.8% | +422.0% | -123.2% | +124.1% |
| All | +1,236.8% | +4,557.7% | -3,320.9% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling