+20,793.5%
CPRT vs JBL
+29,055.8%
-8,262.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.4% | +6.3% | -6.7% | -1.3% |
| 30D | +21.2% | -13.5% | +34.7% | +23.3% |
| 3M | +8.3% | -31.3% | +39.6% | +13.4% |
| 6M | -3.4% | -28.4% | +25.1% | -0.2% |
| YTD | -18.7% | +11.6% | -30.3% | -22.1% |
| 1Y | -23.5% | +26.1% | -49.6% | -28.1% |
| 3Y | -34.2% | +97.4% | -131.5% | -43.5% |
| 5Y | -18.2% | +301.0% | -319.2% | -37.2% |
| 10Y | +370.9% | +1,151.1% | -780.1% | +203.8% |
| All | +20,793.5% | +29,055.8% | -8,262.3% | +10,569.1% |
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