+756.7%
CPRT vs CFG
+396.4%
+360.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| YTD | -13.9% | +23.7% | -37.6% | -19.5% |
| 1Y | -32.5% | +38.8% | -71.4% | -39.2% |
| 3Y | -25.0% | +178.9% | -203.9% | -46.1% |
| 5Y | -7.4% | +101.8% | -109.2% | -28.3% |
| 10Y | +422.0% | +317.3% | +104.7% | +188.1% |
| All | +756.7% | +396.4% | +360.3% | +351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling