+3,269.5%
CLS vs CPRT
-7.1%
+3,276.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +4.6% | +2.2% | +2.4% | +3.8% |
| 30D | -13.9% | +16.6% | -30.5% | -19.5% |
| 3M | -26.6% | +9.6% | -36.2% | -30.3% |
| 6M | +15.4% | -11.1% | +26.5% | +21.2% |
| YTD | +5.7% | -13.9% | +19.5% | +11.9% |
| 1Y | +41.1% | -32.5% | +73.6% | +72.4% |
| 3Y | +1,228.6% | -25.0% | +1,253.6% | +1,404.6% |
| All | +3,269.5% | -7.1% | +3,276.6% | +3,034.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling