+374.9%
CPRT vs JBL
+1,558.3%
-1,183.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.6% | -4.0% |
| 7D | -11.2% | +2.4% | -13.6% | -11.8% |
| 30D | +3.3% | -13.1% | +16.4% | +7.1% |
| 3M | -3.6% | -15.6% | +12.0% | -0.3% |
| 6M | -15.8% | +24.6% | -40.3% | -24.3% |
| YTD | -23.5% | +39.6% | -63.1% | -34.3% |
| 1Y | -38.8% | +48.6% | -87.4% | -49.2% |
| 3Y | -33.4% | +197.3% | -230.7% | -60.1% |
| 5Y | -16.4% | +413.0% | -429.3% | -61.1% |
| All | +374.9% | +1,558.3% | -1,183.4% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling