-23.9%
CPRT vs CF
+35.9%
-59.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.4% | +9.4% | +4.8% |
| 7D | +12.6% | -6.9% | +19.5% | +12.3% |
| 30D | +18.0% | -3.7% | +21.7% | +17.8% |
| 3M | +11.0% | -5.0% | +15.9% | +10.7% |
| 6M | -2.0% | -10.5% | +8.5% | -2.2% |
| YTD | -16.7% | +46.5% | -63.2% | -23.6% |
| 1Y | -23.9% | +34.8% | -58.7% | -28.7% |
| All | -23.9% | +35.9% | -59.8% | -28.7% |
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