+4,729.8%
CPRT vs CRL
+1,712.0%
+3,017.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.4% |
| 7D | +1.6% | +4.4% | -2.7% | +0.2% |
| 30D | +18.8% | +17.1% | +1.7% | +13.4% |
| 3M | +9.4% | +32.1% | -22.7% | +1.0% |
| 6M | -4.4% | +98.9% | -103.3% | -21.0% |
| YTD | -17.1% | +77.1% | -94.2% | -30.1% |
| 1Y | -19.9% | +110.3% | -130.2% | -35.4% |
| 3Y | -30.5% | +108.5% | -139.0% | -47.0% |
| 5Y | -15.9% | -7.9% | -8.1% | -22.1% |
| 10Y | +386.7% | +368.9% | +17.8% | +198.9% |
| All | +4,729.8% | +1,712.0% | +3,017.8% | +2,315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling