+22,034.1%
CPRT vs JBL
+35,514.2%
-13,480.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +2.2% | +3.0% | -0.8% | +1.8% |
| 30D | +16.6% | -8.3% | +24.9% | +17.9% |
| 3M | +9.6% | -16.9% | +26.5% | +11.6% |
| 6M | -11.1% | +21.8% | -32.9% | -15.0% |
| YTD | -13.9% | +36.3% | -50.2% | -19.3% |
| 1Y | -32.5% | +49.5% | -82.0% | -37.9% |
| 3Y | -25.0% | +170.6% | -195.7% | -38.3% |
| 5Y | -7.4% | +408.4% | -415.8% | -30.9% |
| 10Y | +422.0% | +1,450.4% | -1,028.4% | +228.7% |
| All | +22,034.1% | +35,514.2% | -13,480.1% | +10,955.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling