-25.4%
CPRT vs CL
+30.5%
-55.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.7% |
| 30D | +16.6% | -4.8% | +21.5% | +17.7% |
| 3M | +9.6% | +4.9% | +4.7% | +8.6% |
| 6M | -11.1% | -5.7% | -5.4% | -10.3% |
| YTD | -13.9% | +14.4% | -28.3% | -16.3% |
| 1Y | -32.5% | +8.7% | -41.3% | -33.9% |
| All | -25.4% | +30.5% | -55.9% | -28.8% |
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