-33.5%
CPRT vs CLF
-19.9%
-13.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -1.4% | +2.3% | -3.7% | -1.6% |
| 30D | +21.5% | +1.9% | +19.5% | +21.0% |
| 3M | +9.4% | +5.9% | +3.5% | +8.5% |
| 6M | -3.3% | +16.9% | -20.2% | -5.4% |
| YTD | -17.8% | -1.1% | -16.8% | -19.0% |
| 1Y | -22.2% | +28.8% | -51.0% | -25.0% |
| All | -33.5% | -19.9% | -13.5% | -35.6% |
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