+376.0%
CPRT vs CL
+84.6%
+291.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | +21.5% | +9.5% | +12.0% | +17.5% |
| 3M | +9.4% | +6.8% | +2.7% | +6.7% |
| 6M | -3.3% | +14.3% | -17.6% | -8.1% |
| YTD | -17.8% | +27.0% | -44.8% | -25.4% |
| 1Y | -22.2% | +26.3% | -48.5% | -29.2% |
| 3Y | -34.0% | +39.3% | -73.2% | -43.6% |
| 5Y | -15.4% | +41.5% | -57.0% | -28.9% |
| 10Y | +376.0% | +84.1% | +291.9% | +266.2% |
| All | +376.0% | +84.6% | +291.4% | +266.2% |
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