-22.5%
CPRT vs CLBK
+62.3%
-84.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +9.9% | +2.5% | +7.4% | +9.6% |
| 30D | +21.1% | -1.2% | +22.3% | +21.2% |
| 3M | +12.3% | +2.6% | +9.8% | +11.7% |
| 6M | -2.0% | +26.5% | -28.5% | -5.7% |
| YTD | -17.0% | +56.4% | -73.5% | -21.7% |
| 1Y | -22.5% | +58.8% | -81.3% | -27.0% |
| All | -22.5% | +62.3% | -84.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling