+386.7%
CPRT vs CLF
+92.7%
+294.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.0% | -5.4% | +0.7% |
| 7D | +1.6% | -14.1% | +15.7% | +3.3% |
| 30D | +18.8% | -5.5% | +24.3% | +18.8% |
| 3M | +9.4% | 0.0% | +9.4% | +8.2% |
| 6M | -4.4% | +11.3% | -15.6% | -7.7% |
| YTD | -17.1% | -7.7% | -9.4% | -18.7% |
| 1Y | -19.9% | +17.5% | -37.4% | -24.3% |
| 3Y | -30.5% | -25.4% | -5.1% | -33.6% |
| 5Y | -15.9% | -46.0% | +30.0% | -18.3% |
| 10Y | +386.7% | +80.1% | +306.6% | +255.0% |
| All | +386.7% | +92.7% | +294.0% | +255.0% |
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