-27.1%
CPRT vs CLX
-34.1%
+7.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -3.0% |
| 7D | +0.4% | -3.5% | +3.9% | +1.1% |
| 30D | +9.9% | -11.9% | +21.8% | +12.7% |
| 3M | +5.6% | -2.6% | +8.3% | +6.2% |
| 6M | -13.6% | -18.2% | +4.5% | -10.8% |
| YTD | -16.7% | -5.9% | -10.8% | -16.3% |
| 1Y | -33.1% | -23.8% | -9.3% | -30.0% |
| 3Y | -27.1% | -33.6% | +6.5% | -24.2% |
| All | -27.1% | -34.1% | +7.1% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling