+386.7%
CPRT vs CF
+546.3%
-159.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +18.8% | +6.9% | +11.8% | +17.3% |
| 3M | +9.4% | +4.8% | +4.6% | +8.1% |
| 6M | -4.4% | +4.7% | -9.1% | -5.9% |
| YTD | -17.1% | +56.5% | -73.6% | -25.3% |
| 1Y | -19.9% | +48.4% | -68.3% | -27.2% |
| 3Y | -30.5% | +59.1% | -89.6% | -39.0% |
| 5Y | -15.9% | +109.5% | -125.5% | -34.9% |
| 10Y | +386.7% | +487.0% | -100.3% | +173.1% |
| All | +386.7% | +546.3% | -159.6% | +173.1% |
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