+361.5%
CPRT vs CL
+88.0%
+273.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.2% |
| 7D | -0.4% | +3.2% | -3.6% | -1.6% |
| 30D | +21.2% | +8.0% | +13.1% | +17.8% |
| 3M | +8.3% | +7.9% | +0.4% | +5.2% |
| 6M | -3.4% | +14.7% | -18.1% | -8.3% |
| YTD | -18.7% | +29.2% | -47.9% | -26.7% |
| 1Y | -23.5% | +29.5% | -53.1% | -31.1% |
| 3Y | -34.2% | +40.7% | -74.8% | -43.9% |
| 5Y | -18.2% | +43.9% | -62.1% | -31.6% |
| All | +361.5% | +88.0% | +273.5% | +251.3% |
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