-9.8%
CPRT vs JBL
+410.1%
-419.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.4% | +4.0% | -4.4% | -1.1% |
| 30D | +8.2% | -7.5% | +15.7% | +9.5% |
| 3M | +2.3% | -14.1% | +16.4% | +4.2% |
| 6M | -14.7% | +25.9% | -40.6% | -21.9% |
| YTD | -18.2% | +36.7% | -54.8% | -27.2% |
| 1Y | -33.4% | +49.0% | -82.4% | -42.7% |
| 3Y | -28.3% | +191.8% | -220.1% | -54.4% |
| 5Y | -9.8% | +409.8% | -419.6% | -59.9% |
| All | -9.8% | +410.1% | -419.9% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling