-33.4%
CPRT vs CLBK
+67.6%
-100.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.6% |
| 7D | -0.4% | -1.5% | +1.1% | -0.2% |
| 30D | +8.2% | +6.7% | +1.6% | +7.2% |
| 3M | +2.3% | +21.2% | -18.9% | -0.9% |
| 6M | -14.7% | +42.0% | -56.7% | -19.2% |
| YTD | -18.2% | +63.3% | -81.4% | -23.7% |
| 1Y | -33.4% | +65.4% | -98.8% | -39.7% |
| All | -33.4% | +67.6% | -100.9% | -39.7% |
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