+361.5%
CPRT vs JBL
+1,148.2%
-786.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -0.4% | +6.3% | -6.7% | -2.0% |
| 30D | +21.2% | -13.5% | +34.7% | +25.1% |
| 3M | +8.3% | -31.3% | +39.6% | +18.0% |
| 6M | -3.4% | -28.4% | +25.1% | +2.3% |
| YTD | -18.7% | +11.6% | -30.3% | -26.8% |
| 1Y | -23.5% | +26.1% | -49.6% | -34.2% |
| 3Y | -34.2% | +97.4% | -131.5% | -54.9% |
| 5Y | -18.2% | +301.0% | -319.2% | -59.8% |
| All | +361.5% | +1,148.2% | -786.7% | +49.7% |
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