-25.4%
CPRT vs CF
+73.9%
-99.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.4% |
| 7D | +2.2% | +6.0% | -3.8% | +2.1% |
| 30D | +16.6% | +14.8% | +1.8% | +16.5% |
| 3M | +9.6% | +14.1% | -4.5% | +9.4% |
| 6M | -11.1% | +28.5% | -39.7% | -12.4% |
| YTD | -13.9% | +74.9% | -88.8% | -16.7% |
| 1Y | -32.5% | +61.7% | -94.2% | -34.5% |
| All | -25.4% | +73.9% | -99.3% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling