-29.6%
CLS vs CPRT
-24.7%
-4.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.0% | -14.1% | -6.1% |
| 7D | -21.1% | +12.6% | -33.8% | -15.0% |
| 30D | -38.2% | +18.0% | -56.2% | -31.4% |
| 3M | -36.3% | +11.0% | -47.3% | -30.2% |
| 6M | -43.8% | -2.0% | -41.8% | -40.9% |
| YTD | -20.0% | -16.7% | -3.3% | -20.2% |
| 1Y | -29.6% | -23.9% | -5.7% | -36.7% |
| All | -29.6% | -24.7% | -4.9% | -36.7% |
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