-23.5%
CPRT vs CLF
+15.2%
-38.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.6% |
| 7D | -0.4% | +10.4% | -10.8% | -0.3% |
| 30D | +21.2% | +0.6% | +20.6% | +20.9% |
| 3M | +8.3% | +4.1% | +4.2% | +8.0% |
| 6M | -3.4% | +15.1% | -18.5% | -5.2% |
| YTD | -18.7% | -4.7% | -14.0% | -19.6% |
| 1Y | -23.5% | +20.4% | -43.9% | -21.5% |
| All | -23.5% | +15.2% | -38.7% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling