+838.1%
CLS vs CPRT
-34.3%
+872.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +16.3% | -0.4% | +16.7% | +16.3% |
| 30D | -25.7% | +21.2% | -46.8% | -27.0% |
| 3M | -30.9% | +8.3% | -39.2% | -31.3% |
| 6M | -35.5% | -3.4% | -32.1% | -34.2% |
| YTD | -18.7% | -18.7% | 0.0% | -11.2% |
| 1Y | -17.9% | -23.5% | +5.6% | -7.5% |
| 3Y | +838.1% | -34.2% | +872.2% | +996.5% |
| All | +838.1% | -34.3% | +872.4% | +996.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling