-30.4%
CPRT vs PBF
+59.0%
-89.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +6.0% | -13.8% | +19.8% | +6.0% |
| 30D | +20.0% | -19.6% | +39.6% | +19.9% |
| 3M | +10.1% | +10.3% | -0.1% | +9.7% |
| 6M | -4.3% | +63.4% | -67.8% | -5.8% |
| YTD | -18.4% | +152.6% | -171.0% | -22.3% |
| 1Y | -20.1% | +87.4% | -107.4% | -22.5% |
| 3Y | -30.4% | +63.3% | -93.7% | -32.6% |
| All | -30.4% | +59.0% | -89.4% | -32.6% |
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