-23.9%
CPRT vs JBL
+20.8%
-44.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.9% | +4.1% |
| 7D | +12.6% | -11.1% | +23.8% | +10.6% |
| 30D | +18.0% | -14.1% | +32.1% | +15.5% |
| 3M | +11.0% | -23.9% | +34.9% | +7.1% |
| 6M | -2.0% | -24.1% | +22.1% | -5.6% |
| YTD | -16.7% | +13.5% | -30.2% | -19.0% |
| 1Y | -23.9% | +23.7% | -47.6% | -25.9% |
| All | -23.9% | +20.8% | -44.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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