+145.1%
CPRT vs CLBK
+60.9%
+84.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +21.2% | +3.4% | +17.8% | +20.1% |
| 3M | +8.3% | -4.3% | +12.6% | +9.5% |
| 6M | -3.4% | +28.4% | -31.7% | -10.0% |
| YTD | -18.7% | +59.4% | -78.1% | -28.9% |
| 1Y | -23.5% | +64.8% | -88.3% | -33.9% |
| 3Y | -34.2% | +50.6% | -84.7% | -43.1% |
| 5Y | -18.2% | +28.3% | -46.5% | -29.0% |
| All | +145.1% | +60.9% | +84.3% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling