-24.4%
CPRT vs CRL
+42.4%
-66.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +16.6% | +10.7% | +6.0% | +15.0% |
| 3M | +9.6% | +55.3% | -45.7% | +2.6% |
| 6M | -11.1% | +60.7% | -71.8% | -17.6% |
| YTD | -13.9% | +44.6% | -58.5% | -19.2% |
| 1Y | -32.5% | +77.7% | -110.3% | -38.4% |
| All | -24.4% | +42.4% | -66.8% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling