-17.8%
CPRT vs CLF
-41.3%
+23.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -1.5% | +16.0% | -17.4% | -3.0% |
| 30D | +21.4% | +1.6% | +19.7% | +20.4% |
| 3M | +10.4% | +6.7% | +3.7% | +8.6% |
| 6M | -4.3% | +21.1% | -25.4% | -8.2% |
| YTD | -18.3% | -1.6% | -16.7% | -20.2% |
| 1Y | -22.5% | +18.5% | -41.0% | -26.3% |
| 3Y | -34.3% | -21.0% | -13.3% | -36.9% |
| 5Y | -17.8% | -41.4% | +23.6% | -21.5% |
| All | -17.8% | -41.3% | +23.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling