-30.4%
CPRT vs CFG
+168.6%
-199.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | +20.0% | +1.1% | +19.0% | +19.8% |
| 3M | +10.1% | -12.0% | +22.1% | +13.3% |
| 6M | -4.3% | -2.2% | -2.1% | -4.2% |
| YTD | -18.4% | +11.4% | -29.8% | -21.1% |
| 1Y | -20.1% | +27.8% | -47.9% | -25.5% |
| 3Y | -30.4% | +173.3% | -203.7% | -43.1% |
| All | -30.4% | +168.6% | -199.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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