-18.7%
CPRT vs CLBK
+27.8%
-46.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +21.2% | +3.4% | +17.8% | +20.5% |
| 3M | +8.3% | -4.3% | +12.6% | +9.0% |
| 6M | -3.4% | +28.4% | -31.7% | -7.6% |
| YTD | -18.7% | +59.4% | -78.1% | -25.3% |
| 1Y | -23.5% | +64.8% | -88.3% | -30.2% |
| 3Y | -34.2% | +50.6% | -84.7% | -39.7% |
| All | -18.7% | +27.8% | -46.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling