-32.2%
CPRT vs CRL
+67.6%
-99.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.9% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +9.9% | +5.0% | +5.0% | +9.1% |
| 3M | +5.6% | +50.6% | -45.0% | -1.9% |
| 6M | -13.6% | +60.9% | -74.6% | -21.3% |
| YTD | -16.7% | +40.7% | -57.5% | -22.8% |
| All | -32.2% | +67.6% | -99.8% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling