+2,086.3%
CPRT vs CF
+5,277.9%
-3,191.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.4% |
| 7D | +9.9% | +0.4% | +9.5% | +9.7% |
| 30D | +21.1% | +2.2% | +18.9% | +20.5% |
| 3M | +12.3% | +2.1% | +10.2% | +11.5% |
| 6M | -2.0% | -6.5% | +4.5% | -1.8% |
| YTD | -17.0% | +55.6% | -72.6% | -24.6% |
| 1Y | -22.5% | +42.3% | -64.8% | -28.6% |
| 3Y | -29.3% | +55.7% | -85.0% | -36.9% |
| 5Y | -15.6% | +122.4% | -138.0% | -32.1% |
| 10Y | +411.6% | +568.5% | -157.0% | +220.1% |
| All | +2,086.3% | +5,277.9% | -3,191.7% | +690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling