+1,628.1%
CLS vs CPRT
+398.2%
+1,229.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -22.2% | +6.0% | -28.2% | -24.3% |
| 30D | -44.4% | +20.0% | -64.4% | -49.0% |
| 3M | -34.3% | +10.1% | -44.4% | -38.4% |
| 6M | -50.1% | -4.3% | -45.7% | -51.0% |
| YTD | -30.1% | -18.4% | -11.7% | -26.6% |
| 1Y | -39.3% | -20.1% | -19.3% | -36.0% |
| 3Y | +732.7% | -30.4% | +763.1% | +840.9% |
| 5Y | +1,777.2% | -17.0% | +1,794.2% | +1,792.3% |
| All | +1,628.1% | +398.2% | +1,229.8% | +907.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling