-33.5%
CPRT vs CLBK
+56.6%
-90.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.4% | +2.2% | -3.5% | -1.8% |
| 30D | +21.5% | +5.0% | +16.5% | +20.4% |
| 3M | +9.4% | +3.3% | +6.2% | +8.6% |
| 6M | -3.3% | +29.6% | -32.9% | -8.4% |
| YTD | -17.8% | +62.1% | -80.0% | -25.7% |
| 1Y | -22.2% | +64.3% | -86.5% | -29.9% |
| All | -33.5% | +56.6% | -90.0% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling