+392.8%
CPRT vs CL
+74.1%
+318.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.8% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | +20.0% | +11.4% | +8.7% | +15.4% |
| 3M | +10.1% | +4.4% | +5.7% | +8.3% |
| 6M | -4.3% | +10.8% | -15.1% | -8.0% |
| YTD | -18.4% | +25.1% | -43.5% | -25.4% |
| 1Y | -20.1% | +28.0% | -48.0% | -27.6% |
| 3Y | -30.4% | +37.6% | -68.0% | -40.2% |
| 5Y | -17.0% | +39.7% | -56.7% | -29.7% |
| All | +392.8% | +74.1% | +318.7% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling