-33.4%
CPRT vs CLX
-25.2%
-8.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.3% |
| 7D | -0.4% | -4.9% | +4.5% | +0.7% |
| 30D | +8.2% | -15.8% | +24.1% | +12.2% |
| 3M | +2.3% | -7.9% | +10.2% | +3.8% |
| 6M | -14.7% | -19.0% | +4.3% | -12.4% |
| YTD | -18.2% | -7.9% | -10.2% | -17.7% |
| 1Y | -33.4% | -25.4% | -8.0% | -29.9% |
| All | -33.4% | -25.2% | -8.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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