+22,034.1%
CPRT vs CL
+2,112.2%
+19,921.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | +2.2% | -2.2% | +4.4% | +2.9% |
| 30D | +16.6% | -4.8% | +21.5% | +18.4% |
| 3M | +9.6% | +4.9% | +4.7% | +7.7% |
| 6M | -11.1% | -5.7% | -5.4% | -9.7% |
| YTD | -13.9% | +14.4% | -28.3% | -18.0% |
| 1Y | -32.5% | +8.7% | -41.3% | -34.8% |
| 3Y | -25.0% | +30.0% | -55.0% | -32.5% |
| 5Y | -7.4% | +28.4% | -35.7% | -16.7% |
| 10Y | +422.0% | +50.1% | +371.9% | +340.4% |
| All | +22,034.1% | +2,112.2% | +19,921.9% | +13,150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling