+385.2%
CPRT vs CLF
+82.3%
+302.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.1% |
| 7D | +4.0% | -9.1% | +13.0% | +5.0% |
| 30D | +18.2% | -0.9% | +19.2% | +17.6% |
| 3M | +9.2% | +3.0% | +6.2% | +7.5% |
| 6M | -4.8% | +16.7% | -21.5% | -8.7% |
| YTD | -17.5% | -3.2% | -14.3% | -19.6% |
| 1Y | -22.0% | +24.6% | -46.6% | -26.9% |
| 3Y | -33.7% | -22.3% | -11.4% | -37.0% |
| 5Y | -15.0% | -41.2% | +26.2% | -18.3% |
| 10Y | +385.2% | +83.5% | +301.6% | +248.1% |
| All | +385.2% | +82.3% | +302.9% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling