-30.4%
CPRT vs CLF
-33.4%
+3.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +6.0% | -19.6% | +25.6% | +7.1% |
| 30D | +20.0% | -5.0% | +25.0% | +19.8% |
| 3M | +10.1% | -6.3% | +16.4% | +9.9% |
| 6M | -4.3% | +2.8% | -7.1% | -5.8% |
| YTD | -18.4% | -13.7% | -4.7% | -19.0% |
| 1Y | -20.1% | +13.6% | -33.7% | -22.5% |
| 3Y | -30.4% | -34.0% | +3.6% | -31.6% |
| All | -30.4% | -33.4% | +3.0% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling