+2,944.0%
CLS vs CPRT
+411.2%
+2,532.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.3% | +9.0% | +7.1% |
| 7D | +12.8% | +0.4% | +12.4% | +12.6% |
| 30D | +3.8% | +9.9% | -6.1% | -0.9% |
| 3M | -14.6% | +5.6% | -20.3% | -18.2% |
| 6M | +32.2% | -13.6% | +45.9% | +38.4% |
| YTD | +11.6% | -16.7% | +28.4% | +18.0% |
| 1Y | +35.1% | -33.1% | +68.2% | +58.7% |
| 3Y | +1,312.5% | -27.1% | +1,339.6% | +1,487.6% |
| 5Y | +3,542.1% | -9.9% | +3,551.9% | +3,492.0% |
| 10Y | +2,944.0% | +415.3% | +2,528.7% | +1,759.7% |
| All | +2,944.0% | +411.2% | +2,532.8% | +1,759.7% |
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