-24.4%
CPRT vs PBF
+64.9%
-89.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | +2.2% | +4.3% | -2.1% | +2.2% |
| 30D | +16.6% | +22.0% | -5.3% | +16.3% |
| 3M | +9.6% | +74.5% | -64.9% | +8.2% |
| 6M | -11.1% | +67.7% | -78.8% | -12.4% |
| YTD | -13.9% | +179.2% | -193.1% | -17.8% |
| 1Y | -32.5% | +170.0% | -202.5% | -35.9% |
| All | -24.4% | +64.9% | -89.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling