+149.9%
CPRT vs CLBK
+62.9%
+87.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | +1.6% | +1.8% | -0.2% | +1.2% |
| 30D | +18.8% | +5.1% | +13.7% | +17.2% |
| 3M | +9.4% | +5.2% | +4.2% | +7.7% |
| 6M | -4.4% | +28.6% | -33.0% | -11.0% |
| YTD | -17.1% | +61.4% | -78.5% | -27.8% |
| 1Y | -19.9% | +64.7% | -84.6% | -30.7% |
| 3Y | -30.5% | +55.1% | -85.6% | -40.5% |
| 5Y | -15.9% | +28.4% | -44.3% | -26.9% |
| All | +149.9% | +62.9% | +87.0% | +88.9% |
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 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