-5.7%
CPRT vs CFG
+101.4%
-107.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +16.6% | -3.8% | +20.5% | +17.8% |
| 3M | +9.6% | +11.5% | -1.9% | +6.0% |
| 6M | -11.1% | +19.2% | -30.3% | -15.8% |
| YTD | -13.9% | +23.7% | -37.6% | -19.4% |
| 1Y | -32.5% | +38.8% | -71.4% | -39.1% |
| 3Y | -25.0% | +178.9% | -203.9% | -46.2% |
| All | -5.7% | +101.4% | -107.0% | -22.7% |
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