+392.8%
CPRT vs CF
+561.7%
-168.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +6.0% | -3.2% | +9.2% | +6.5% |
| 30D | +20.0% | +4.3% | +15.7% | +19.0% |
| 3M | +10.1% | +2.8% | +7.3% | +9.2% |
| 6M | -4.3% | +0.6% | -4.9% | -5.2% |
| YTD | -18.4% | +56.6% | -75.0% | -26.5% |
| 1Y | -20.1% | +49.6% | -69.7% | -27.5% |
| 3Y | -30.4% | +61.5% | -91.9% | -39.1% |
| 5Y | -17.0% | +124.0% | -140.9% | -36.9% |
| All | +392.8% | +561.7% | -168.9% | +170.4% |
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