+363.9%
CPRT vs CF
+478.3%
-114.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.5% | +5.4% | -6.8% | -2.3% |
| 30D | +21.3% | +6.5% | +14.8% | +20.0% |
| 3M | +10.4% | +4.6% | +5.7% | +9.2% |
| 6M | -4.3% | -3.3% | -1.0% | -4.4% |
| YTD | -18.3% | +63.9% | -82.2% | -26.9% |
| 1Y | -22.5% | +50.4% | -72.9% | -29.7% |
| 3Y | -34.3% | +68.2% | -102.6% | -42.9% |
| 5Y | -17.8% | +113.8% | -131.6% | -36.4% |
| All | +363.9% | +478.3% | -114.4% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling