+159.7%
CPRT vs CLBK
+67.9%
+91.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +16.6% | +9.1% | +7.5% | +13.8% |
| 3M | +9.6% | +27.7% | -18.1% | +2.3% |
| 6M | -11.1% | +40.8% | -52.0% | -19.3% |
| YTD | -13.9% | +66.4% | -80.3% | -25.5% |
| 1Y | -32.5% | +72.4% | -104.9% | -42.5% |
| 3Y | -25.0% | +50.7% | -75.7% | -35.2% |
| 5Y | -7.4% | +42.9% | -50.3% | -23.0% |
| All | +159.7% | +67.9% | +91.8% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling