-30.4%
CPRT vs CL
+38.3%
-68.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.1% |
| 7D | +6.0% | +1.3% | +4.7% | +5.8% |
| 30D | +20.0% | +11.4% | +8.7% | +17.3% |
| 3M | +10.1% | +4.4% | +5.7% | +9.0% |
| 6M | -4.3% | +10.8% | -15.1% | -6.4% |
| YTD | -18.4% | +25.1% | -43.5% | -22.3% |
| 1Y | -20.1% | +28.0% | -48.0% | -24.2% |
| 3Y | -30.4% | +37.6% | -68.0% | -37.1% |
| All | -30.4% | +38.3% | -68.7% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling