+4,655.3%
CPRT vs CRL
+1,630.9%
+3,024.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.5% | -3.5% |
| 7D | +6.0% | -6.1% | +12.1% | +7.2% |
| 30D | +20.0% | +12.4% | +7.6% | +15.7% |
| 3M | +10.1% | +27.1% | -17.0% | +2.7% |
| 6M | -4.3% | +85.7% | -90.0% | -19.6% |
| YTD | -18.4% | +69.2% | -87.6% | -30.4% |
| 1Y | -20.1% | +97.5% | -117.6% | -34.6% |
| 3Y | -30.4% | +86.1% | -116.5% | -45.3% |
| 5Y | -17.0% | -10.0% | -6.9% | -22.6% |
| 10Y | +403.2% | +395.0% | +8.3% | +206.1% |
| All | +4,655.3% | +1,630.9% | +3,024.5% | +2,305.2% |
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 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