-28.8%
CPRT vs JBL
+189.2%
-218.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.4% | +4.0% | -4.4% | -0.6% |
| 30D | +8.2% | -7.5% | +15.7% | +8.6% |
| 3M | +2.3% | -14.1% | +16.4% | +3.0% |
| 6M | -14.7% | +25.9% | -40.6% | -18.5% |
| YTD | -18.2% | +36.7% | -54.8% | -22.9% |
| 1Y | -33.4% | +49.0% | -82.4% | -38.3% |
| All | -28.8% | +189.2% | -218.0% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling