+425.5%
CPRT vs CL
+50.5%
+375.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +2.2% | -2.2% | +4.4% | +3.0% |
| 30D | +16.6% | -4.8% | +21.5% | +18.6% |
| 3M | +9.6% | +4.9% | +4.7% | +7.5% |
| 6M | -11.1% | -5.7% | -5.4% | -9.5% |
| YTD | -13.9% | +14.4% | -28.3% | -18.7% |
| 1Y | -32.5% | +8.7% | -41.3% | -35.2% |
| 3Y | -25.0% | +30.0% | -55.0% | -34.5% |
| 5Y | -7.4% | +28.4% | -35.7% | -19.3% |
| All | +425.5% | +50.5% | +375.1% | +334.2% |
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