+20,793.5%
CPRT vs CLX
+1,923.5%
+18,870.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.4% | +9.5% | -9.9% | -2.6% |
| 30D | +21.2% | +30.7% | -9.5% | +13.3% |
| 3M | +8.3% | +4.2% | +4.1% | +7.0% |
| 6M | -3.4% | +22.1% | -25.5% | -8.3% |
| YTD | -18.7% | +14.1% | -32.8% | -22.0% |
| 1Y | -23.5% | +10.3% | -33.8% | -26.1% |
| 3Y | -34.2% | -7.8% | -26.4% | -34.2% |
| 5Y | -18.2% | -20.8% | +2.6% | -16.6% |
| 10Y | +370.9% | +31.9% | +339.1% | +305.2% |
| All | +20,793.5% | +1,923.5% | +18,870.0% | +12,371.7% |
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