+412.4%
CPRT vs PBF
+351.3%
+61.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | +8.2% | +15.8% | -7.6% | +6.8% |
| 3M | +2.3% | +90.3% | -88.0% | -3.5% |
| 6M | -14.7% | +102.8% | -117.6% | -20.5% |
| YTD | -18.2% | +187.3% | -205.5% | -26.4% |
| 1Y | -33.4% | +161.8% | -195.2% | -39.9% |
| 3Y | -28.3% | +55.5% | -83.8% | -33.7% |
| 5Y | -9.8% | +801.9% | -811.7% | -33.1% |
| 10Y | +412.4% | +362.2% | +50.1% | +286.4% |
| All | +412.4% | +351.3% | +61.1% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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