+1,753.0%
CLS vs CPRT
+384.2%
+1,368.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.3% | +7.3% |
| 7D | -10.6% | +1.6% | -12.2% | -11.3% |
| 30D | -38.4% | +18.8% | -57.2% | -43.2% |
| 3M | -29.9% | +9.4% | -39.3% | -33.9% |
| 6M | -40.6% | -4.4% | -36.3% | -41.6% |
| YTD | -24.6% | -17.1% | -7.5% | -21.3% |
| 1Y | -30.8% | -19.9% | -10.9% | -26.8% |
| 3Y | +811.7% | -30.5% | +842.2% | +933.7% |
| 5Y | +1,838.4% | -15.9% | +1,854.4% | +1,846.0% |
| All | +1,753.0% | +384.2% | +1,368.8% | +973.2% |
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