-23.5%
CPRT vs PBF
+90.5%
-114.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -0.4% | +6.5% | -6.8% | +0.3% |
| 30D | +21.2% | -20.0% | +41.2% | +18.8% |
| 3M | +8.3% | -3.3% | +11.6% | +8.5% |
| 6M | -3.4% | +76.8% | -80.2% | +1.3% |
| YTD | -18.7% | +168.9% | -187.6% | -14.9% |
| 1Y | -23.5% | +96.4% | -119.9% | -19.7% |
| All | -23.5% | +90.5% | -114.0% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling