+20,905.1%
CPRT vs CLX
+1,900.2%
+19,004.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -1.5% | +8.5% | -10.0% | -3.5% |
| 30D | +21.4% | +30.0% | -8.6% | +13.7% |
| 3M | +10.4% | +3.8% | +6.6% | +9.2% |
| 6M | -4.3% | +24.6% | -28.9% | -9.6% |
| YTD | -18.3% | +12.8% | -31.0% | -21.4% |
| 1Y | -22.5% | +8.6% | -31.1% | -24.8% |
| 3Y | -34.3% | -8.6% | -25.7% | -34.2% |
| 5Y | -17.8% | -21.8% | +4.0% | -15.9% |
| 10Y | +373.5% | +30.4% | +343.1% | +308.6% |
| All | +20,905.1% | +1,900.2% | +19,004.9% | +12,474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling