+412.4%
CPRT vs CRL
+244.4%
+167.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -0.4% | -4.6% | +4.2% | +1.0% |
| 30D | +8.2% | +0.5% | +7.8% | +8.1% |
| 3M | +2.3% | +46.6% | -44.3% | -9.7% |
| 6M | -14.7% | +57.3% | -72.0% | -27.2% |
| YTD | -18.2% | +39.5% | -57.7% | -27.8% |
| 1Y | -33.4% | +76.9% | -110.2% | -46.0% |
| 3Y | -28.3% | +39.4% | -67.7% | -41.4% |
| 5Y | -9.8% | -37.2% | +27.3% | +0.2% |
| 10Y | +412.4% | +253.4% | +159.0% | +174.2% |
| All | +412.4% | +244.4% | +167.9% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling