-32.5%
CPRT vs CF
+62.4%
-94.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.3% |
| 7D | +2.2% | +6.0% | -3.8% | +2.4% |
| 30D | +16.6% | +14.8% | +1.8% | +17.1% |
| 3M | +9.6% | +14.1% | -4.5% | +9.9% |
| 6M | -11.1% | +28.5% | -39.7% | -13.4% |
| YTD | -13.9% | +74.9% | -88.8% | -19.1% |
| 1Y | -32.5% | +61.7% | -94.2% | -36.3% |
| All | -32.5% | +62.4% | -94.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling