-18.7%
CPRT vs CFG
+61.7%
-80.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.4% | +3.2% | -3.6% | -1.3% |
| 30D | +21.2% | +5.1% | +16.0% | +19.5% |
| 3M | +8.3% | -11.2% | +19.5% | +11.8% |
| 6M | -3.4% | +9.6% | -12.9% | -6.3% |
| YTD | -18.7% | +15.0% | -33.7% | -22.5% |
| 1Y | -23.5% | +29.9% | -53.4% | -29.7% |
| 3Y | -34.2% | +192.1% | -226.2% | -53.6% |
| All | -18.7% | +61.7% | -80.4% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling