+732.7%
CLS vs CPRT
-30.7%
+763.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -22.2% | +6.0% | -28.2% | -22.4% |
| 30D | -44.4% | +20.0% | -64.4% | -45.4% |
| 3M | -34.3% | +10.1% | -44.4% | -35.0% |
| 6M | -50.1% | -4.3% | -45.7% | -48.8% |
| YTD | -30.1% | -18.4% | -11.7% | -23.7% |
| 1Y | -39.3% | -20.1% | -19.3% | -33.5% |
| 3Y | +732.7% | -30.4% | +763.1% | +842.1% |
| All | +732.7% | -30.7% | +763.4% | +842.1% |
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