-2.0%
CPRT vs CF
-5.0%
+3.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | +0.2% |
| 7D | +9.9% | +0.4% | +9.5% | +10.0% |
| 30D | +21.1% | +2.2% | +18.9% | +21.4% |
| 3M | +12.3% | +2.1% | +10.2% | +12.7% |
| 6M | -2.0% | -6.5% | +4.5% | -2.6% |
| All | -2.0% | -5.0% | +3.0% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling